Cash-Secured Put Calculator

Compute premium yield, annualized return on cash at risk, and what your cost basis would be if you're assigned. Built for theta-gang and wheel-strategy traders.

Trade Inputs

$
$
$
For assignment-risk model

Results

Cash at risk
Strike × shares
Premium income
Premium yield
— annualized ROC
Effective cost basis
— vs current
Breakeven
If assigned
Days to expiry

Payoff Diagram

Ad slot — rectangle

How a cash-secured put works

The math

Cash at risk = strike × 100 × contracts. Premium yield = premium ÷ strike. Annualized return on capital (ROC) = premium yield × (365 ÷ DTE). Effective cost basis if assigned = strike − premium — which is also your breakeven on the assigned shares. The OIC's CSP page covers the strategy theory in depth.

When CSPs go wrong

The structural risk is identical to owning the stock from breakeven downward: a true crash leaves you long shares at strike − premium, which can be well above where you'd buy now. CSPs are not "free yield" — they're cash-collateralised long-stock exposure with a yield cap. Pick strikes only on names you'd genuinely be happy to own.

Ad slot — content end