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BearishLimited riskBeginnerLong / Debit

Long Put option strategy

Buying 'Put option' is the most basic & simplest strategy. It is recommended when your outlook on the underlying asset is negative & you expect the underlying asset price to fall.

Payoff at expiry

Nifty, lot size 65 · Nifty future 22,650 · 6 Oct 2026
020k40k60k21,55022,10022,65023,20023,750Nifty
ProfitLossBreakeven

Legs

ActionOptionStrikeLotsQtyPremium
BUYATM Put22,650165₹135.68
Strikes around the Nifty future; premiums modelled at the current at-the-money IV (live prices were unavailable).

How it works

  1. Buy 1 ATM put at the 22,650 strike for ₹135.68, paying the premium.
  2. You pay a net ₹8,819 upfront for the position. This is the most you can lose.
AT EXPIRY

Below 22,514 you profit, and profit grows as Nifty falls.

Above 22,514 you lose, up to ₹8,819.

Set-up: Buy 1 lot ATM Put.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%+₹78,931
21,950−3%+₹36,681
22,400−1%+₹7,431
22,650Unchanged−₹8,819
22,900+1%−₹8,819
23,350+3%−₹8,819
24,000+6%−₹8,819

How the Greeks affect it

DeltaNegative
Gains when Nifty falls, loses when it rises.
GammaPositive
Delta moves in your favour as Nifty moves, so large moves help.
ThetaNegative
Time decay works against you: the position loses value each day if Nifty holds still.
VegaPositive
A rise in implied volatility helps; a fall hurts.
Signs are for the position as a whole at entry and change as the market and time move.

When to use

When you expect a fall in the underlying asset price.

  • Unlimited profit potential with capped risk.
  • Possibility of greater leverage than selling naked future.

Things to watch

  • 100% potential loss of premium in case of inappropriate strike, choice of stock, time decay.
  • Greater leverage could prove detrimental in case the expected outlook fails.

Long Put: questions

What is a Long Put strategy?

Buying 'Put option' is the most basic & simplest strategy. It is recommended when your outlook on the underlying asset is negative & you expect the underlying asset price to fall.

When should you use a Long Put?

When you expect a fall in the underlying asset price.

How do you set up a Long Put?

Buy 1 lot ATM Put.

What is the maximum profit of a Long Put?

Maximum reward remains uncapped.

What is the maximum loss of a Long Put?

Since it is a net debit trade you pay for buying the Put option upfront i.e. Premium. Your maximum risk is capped.

What is the breakeven of a Long Put?

With Nifty at 22,650, the example on this page breaks even at 22,514 at expiry.

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