Naked Put Calculator

Calculate breakeven, max profit, and risk for selling naked or cash-secured puts to generate income or acquire stock at a discount.

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Written by Michael Torres, CFA
Senior Financial Analyst
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Fact-checked by Dr. James Wilson, PhD
Options Strategy Researcher
Advanced OptionsFact-Checked

Input Values

$

Current underlying price.

$

Option strike price.

$

Premium received per share.

Each contract = 100 shares.

days

Calendar days until expiration.

Results

Maximum Profit
$0.00
Breakeven Price
$0.00
Maximum Loss$9,500.00
Return on Capital0.00%
Annualized Return0.00%
Approx. Margin Required$0.00
Results update automatically as you change input values.

What Is a Naked Put?

A naked put (or short put) involves selling a put option without owning the underlying stock. The seller receives premium upfront and takes on the obligation to buy 100 shares at the strike price if assigned. A cash-secured put is a safer variation where the seller holds enough cash to purchase the shares if assigned. Both strategies generate income and are used by investors willing to buy the stock at a discount.

Selling puts is one of the most popular income strategies among options traders. It is functionally equivalent to a limit order to buy the stock at the strike price, but you get paid while you wait. If the stock stays above the strike, the put expires worthless and you keep the entire premium as profit. If the stock drops below the strike, you buy the shares at an effective price below the current market (strike minus premium).

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Cash-Secured vs. Naked

A cash-secured put requires holding enough cash to buy the shares if assigned (strike × 100). A naked put uses margin instead of full cash, amplifying both returns and risk. Most retail investors should use cash-secured puts. Naked puts require higher options approval levels.

Naked Put Formulas

Maximum Profit
Max Profit = Premium Received × 100 × Contracts
Where:
Premium = Premium collected when selling the put
Breakeven
Breakeven = Strike Price - Premium Received
Where:
Breakeven = Effective purchase price if assigned
Maximum Loss
Max Loss = (Strike Price - Premium) × 100 × Contracts
Where:
Max Loss = Occurs if stock goes to $0 (theoretical max)
Cash-Secured Put Example
Given
Stock Price
$100
Put Strike
$95
Premium
$2.50
DTE
45 days
Calculation Steps
  1. 1Premium income = $2.50 × 100 = $250 per contract
  2. 2Cash required = $95 × 100 = $9,500
  3. 3Breakeven = $95 - $2.50 = $92.50
  4. 4Return on capital = $250 / $9,500 = 2.63% (in 45 days)
  5. 5Annualized return = 2.63% × (365/45) = 21.3%
  6. 6If stock stays above $95: keep $250, no shares purchased
  7. 7If stock at $90: buy at $95, effective cost $92.50, paper loss = $250
Result
This cash-secured put generates a 2.63% return in 45 days (21.3% annualized) if the stock stays above $95. If assigned, you buy the stock at an effective price of $92.50, a 7.5% discount to the current $100 price.
Put Selling Outcomes
Stock at ExpAssignment?Premium KeptStock P&LNet Result
$100+No$250N/A+$250 profit
$95Maybe$250$0+$250 profit
$92.50Yes$250-$250$0 (breakeven)
$90Yes$250-$500-$250 loss
$80Yes$250-$1,500-$1,250 loss

Selling Puts for Income

1
Choose Stocks You Want to Own
Only sell puts on stocks you would be happy owning at the strike price. This turns potential assignment from a problem into an opportunity to buy a stock you like at a discount.
2
Select 30-45 DTE, 20-30 Delta
This sweet spot provides good premium relative to risk. A 20-30 Delta put has a 70-80% probability of expiring worthless while generating meaningful income.
3
Sell in High IV Environments
Higher IV means higher premiums and wider breakevens. Check IV rank; above 50% is favorable for put selling.
4
Manage at 50% of Max Profit
Close the put when you have captured 50% of the premium. This frees up capital and reduces the risk of late-cycle assignment.
  • Selling puts is equivalent to setting a limit buy order and getting paid to wait
  • Cash-secured puts require holding the full exercise amount in cash
  • The strategy benefits from time decay and declining implied volatility
  • If assigned, your cost basis is the strike minus the premium received
  • Popular among value investors who want to accumulate shares at discount prices
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The Wheel Strategy

Many income traders combine selling puts with selling covered calls in a cycle called 'The Wheel.' Sell puts until assigned, then sell covered calls on the shares until called away, then repeat. This creates continuous income from premium collection on both sides.

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Downside Risk

While the maximum theoretical loss is the strike price times 100 (if the stock goes to zero), significant losses can occur if the stock drops substantially. A $95 put on a stock that drops to $60 results in a $3,250 loss per contract, minus the $250 premium. Always be prepared to own the stock at the strike price.

Frequently Asked Questions

The maximum profit is the premium received, which occurs when the stock stays above the strike price and the put expires worthless. For a put sold at $2.50, the maximum profit is $250 per contract. This is achieved if the stock is at or above the strike price at expiration.

Sources & References

  • U.S. Securities and Exchange Commission (SEC) - Investor Education
  • Options Clearing Corporation (OCC) - Options Education
  • Chicago Board Options Exchange (CBOE) - Options Strategies
  • Hull, J.C. "Options, Futures, and Other Derivatives" (11th Edition, 2021)

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