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BearishUnlimited riskAdvancedShort / Credit

Short Call option strategy

Shorting a Call option is a simple but risky strategy & hence qualified as an advanced strategy. It is recommended when the price of the underlying asset is expected to fall & the certainty of a rise is ruled out.

Payoff at expiry

Nifty, lot size 65 · Nifty future 22,650 · 6 Oct 2026
−60k−40k−20k021,55022,10022,65023,20023,750Nifty
ProfitLossBreakeven

Legs

ActionOptionStrikeLotsQtyPremium
SELLOTM Call22,700165₹112.10
Strikes around the Nifty future; premiums modelled at the current at-the-money IV (live prices were unavailable).

How it works

  1. Sell 1 OTM call at the 22,700 strike for ₹112.10, collecting the premium.
  2. You receive a net ₹7,287 upfront for the position. This is the most you can make.
AT EXPIRY

Below 22,812 you profit, up to ₹7,287.

Above 22,812 you lose, and the loss keeps growing as Nifty rises.

Set-up: Sell 1 lot OTM Call.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%+₹7,287
21,950−3%+₹7,287
22,400−1%+₹7,287
22,650Unchanged+₹7,287
22,900+1%−₹5,714
23,350+3%−₹34,964
24,000+6%−₹77,214

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 expect a fall in the underlying asset price with more degree of conviction.

  • Profits from falling or range bound stocks.
  • Income strategy & could be deployed against cash holdings.

Things to watch

  • Uncapped risk & a failure could result into huge losses.

Short Call: questions

What is a Short Call strategy?

Shorting a Call option is a simple but risky strategy & hence qualified as an advanced strategy. It is recommended when the price of the underlying asset is expected to fall & the certainty of a rise is ruled out.

When should you use a Short Call?

When you expect a fall in the underlying asset price with more degree of conviction.

How do you set up a Short Call?

Sell 1 lot OTM Call.

What is the maximum profit of a Short Call?

Profit limited to the call premium.

What is the maximum loss of a Short Call?

Selling options exposes you to uncapped risk where potential loss could be heavy incase the directional momentum is reversed.

What is the breakeven of a Short Call?

With Nifty at 22,650, the example on this page breaks even at 22,812 at expiry.

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