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BearishUnlimited riskIntermediateShort / Credit

Covered Put option strategy

Covered Put holds a short future and sells an OTM Put against it. The put premium adds income and a small cushion, in exchange for capping the downside profit at the put strike.

Payoff at expiry

Nifty, lot size 65 · Nifty future 22,650 · 27 Oct 2026
−60k−40k−20k020k21,55022,10022,65023,20023,750Nifty
ProfitLossBreakeven

Legs

ActionOptionStrikeLotsQtyPremium
SELLFuture–16522,650
SELLOTM Put22,600165₹266.06
Strikes around the Nifty future; premiums modelled at the current at-the-money IV (live prices were unavailable).

How it works

  1. Sell 1 lot of the future at 22,650.
  2. Sell 1 OTM put at the 22,600 strike for ₹266.06, collecting the premium.
  3. You receive a net ₹17,294 upfront for the position. Your maximum profit is ₹20,531.
AT EXPIRY

Below 22,916 you profit, up to ₹20,531.

Above 22,916 you lose, and the loss keeps growing as Nifty rises.

Set-up: Sell 1 lot Future and Sell 1 lot OTM Put.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%+₹20,531
21,950−3%+₹20,531
22,400−1%+₹20,531
22,650Unchanged+₹17,281
22,900+1%+₹1,031
23,350+3%−₹28,219
24,000+6%−₹70,469

How the Greeks affect it

DeltaNegative
Gains when Nifty falls, loses when it rises.
GammaNegative
Delta moves against you as Nifty moves, so large moves hurt, especially near expiry.
ThetaPositive
Time decay works for you: the position gains value each day if Nifty holds still.
VegaNegative
A fall in implied volatility helps; a rise hurts.
Signs are for the position as a whole at entry and change as the market and time move.

When to use

When you are mildly bearish and do not expect the underlying to fall far below the put strike before expiry.

  • Generates income on a short position.
  • Premium raises the effective short price.
  • Simple to manage.

Things to watch

  • Downside profit is capped at the put strike.
  • Upside risk is uncapped.
  • Needs margin for both legs.

Covered Put: questions

What is a Covered Put strategy?

Covered Put holds a short future and sells an OTM Put against it. The put premium adds income and a small cushion, in exchange for capping the downside profit at the put strike.

When should you use a Covered Put?

When you are mildly bearish and do not expect the underlying to fall far below the put strike before expiry.

How do you set up a Covered Put?

Sell 1 lot Future and Sell 1 lot OTM Put.

What is the maximum profit of a Covered Put?

Limited to the futures price less the put strike plus the premium received.

What is the maximum loss of a Covered Put?

Unlimited if the underlying rises, reduced only by the premium received.

What is the breakeven of a Covered Put?

With Nifty at 22,650, the example on this page breaks even at 22,916 at expiry.

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