BOSS

Short Put (Naked Put)

Description

Selling a put option uncovered to collect premium, betting the underlying stays above the strike through expiry.

Setup

  1. Sell one put option, typically out of the money.
  2. Have enough capital or margin set aside to take delivery if assigned.

Context

A common income and stock-acquisition play: the seller either keeps the premium if the underlying stays up, or ends up buying the underlying at an effective price below where it traded when the trade was opened.

Risk Profile

Maximum gain is the premium collected. Loss grows as the underlying falls below the strike, bounded only by the underlying reaching zero -- treated as effectively uncapped for position-sizing purposes.

Pros

  • Collects premium immediately.
  • A common way to acquire a desired underlying at a discount to the price when the trade was opened.
  • Profits from time decay.

Cons

  • Large loss possible on a sharp decline.
  • Ties up meaningful margin or cash.
  • Underperforms simply buying the underlying in a strong rally.

Effect of Time

Time decay favors the seller; the position gains value every day the underlying stays above the strike.

Effect of Volatility

Rising implied volatility hurts the position by inflating the value of the short option.

Look-Alike Strategies

Live Structure

Live
Index price: $84368.3000
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Put 1 $84500.0000 24 Sep 2026 $299.5677 $270.0328 $25.3156
Net Cost-$299.5677
Delta0.5746
Gamma-0.0007
Vega-10.0572
Theta117.1875
Rho0.4512
Breakeven(s) $84200.4323

Estimated Cost to Assemble

An estimate of what entering this structure right now would really cost: filling every leg by crossing the spread (the ask when buying, the bid when selling) instead of at the mid-price, plus an estimated exchange fee. Real fees and fills can differ from this estimate.

Mid-Price Cost-$299.5677
Slippage+$29.5348
Execution Cost-$270.0328
Estimated Fees+$25.3156
Total Estimated Cost-$244.7173

Payoff & Greeks vs. Underlying Price

The Greeks curves are a Black-Scholes model using each leg's current implied volatility, holding time to expiry fixed -- not live exchange data at every price, which only exists at the current price (dashed line).

Payoff at Expiration

This structure's value and profit/loss at expiration, at a handful of specific prices: every leg's strike, every breakeven, the current spot, and the chart's own range.

Underlying PriceValue at ExpirationProfit / LossReturn on Cost
$67600.0000 -$16900.0000 -$16600.4323 -5541.5%
$84200.4323 breakeven -$299.5677 $0.0000 +0.0%
$84385.2600 current -$114.7400 $184.8277 +61.7%
$84500.0000 $0.0000 $299.5677 +100.0%
$101400.0000 $0.0000 $299.5677 +100.0%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)