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BullishUnlimited riskIntermediateShort / Credit

Short Put option strategy

Shorting a Put 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 rise & the stock is not expected to fall further.

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 Put22,600165₹111.98
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 put at the 22,600 strike for ₹111.98, collecting the premium.
  2. You receive a net ₹7,279 upfront for the position. This is the most you can make.
AT EXPIRY

Below 22,488 you lose, and the loss grows as Nifty falls.

Above 22,488 you profit, up to ₹7,279.

Set-up: Sell 1 lot OTM Put.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%−₹77,221
21,950−3%−₹34,971
22,400−1%−₹5,721
22,650Unchanged+₹7,279
22,900+1%+₹7,279
23,350+3%+₹7,279
24,000+6%+₹7,279

How the Greeks affect it

DeltaPositive
Gains when Nifty rises, loses when it falls.
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 rise in the underlying asset price with more degree of conviction Or when you are willing to buy an underlying if it comes to Short Put strike.

  • Profits from rising or range bound stocks.
  • Its an Income strategy.
  • Helps to generate income if the stock fails to move below put strike. Idle in a scenario when one is ready to buy the stock in correction if it falls to put strike.

Things to watch

  • Uncapped risk.
  • If the stocks falls below short Put strike , unlimited risk can arise.

Short Put: questions

What is a Short Put strategy?

Shorting a Put 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 rise & the stock is not expected to fall further.

When should you use a Short Put?

When you expect a rise in the underlying asset price with more degree of conviction Or when you are willing to buy an underlying if it comes to Short Put strike.

How do you set up a Short Put?

Sell 1 lot OTM Put.

What is the maximum profit of a Short Put?

Profit limited to the Put premium.

What is the maximum loss of a Short Put?

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

What is the breakeven of a Short Put?

With Nifty at 22,650, the example on this page breaks even at 22,488 at expiry.

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