Testing and Sizing the Trade

Last updated 6 June 2026 · by Theo Chen

The big idea: A good put survives three tests — breakeven, return, downside — and is sized as if you will be assigned, because one day you will be.

You've got a stock you'd own and a strike you'd pay (Lesson 3). Now — and only now — the premium. A fat premium is not automatically a good trade; it has to survive three quick checks. Then you size the position so the one outcome that matters, assignment, can't hurt you.

Three tests before you sell

Using a running example — a stock at $100, the 30-day $90 Put for $3.00:

1. The breakeven test

Breakeven = strike − premium = $90 − $3 = $87. Would you be happy owning the stock at $87? If not, the premium is irrelevant — you've agreed to buy something at a price you don't like.

2. The return-on-capital test

Return on capital = premium ÷ cash secured = $300 ÷ $9,000 = 3.3% in 30 days, which annualizes to roughly 40%. Treat the annualized figure as a speedometer reading, not a promise — you won't repeat it every month, and it says nothing about the downside. The Cash-Secured Put calculator runs these for your own numbers.

3. The downside test

The one most traders skip. What happens if the stock drops 20%? 50%? At $70 you're assigned at $90, holding a $1,700 unrealized loss — a paper loss that only becomes real if you sell — against the $300 you collected. The premium looked like $300 of income; the risk was nearly six times that.

The whole trade on one line:

MetricFormulaResult
Premium received$3.00 × 100$300
Cash secured$90 × 100$9,000
Breakeven$90 − $3.00$87.00
Max profitpremium$300
Return on capital$300 ÷ $9,0003.3% (30 days)
Annualized3.3% × (365 ÷ 30)≈ 40%
If assigned at $70($87 − $70) × 100−$1,700

Size for the assignment, not the premium

This is the most important risk rule in the whole strategy: size every Put as if you'll be assigned — because eventually you will. One $90 contract is not a $300 trade; it is a $9,000 commitment to buy stock. Sell three and you've agreed to spend $27,000. Ask whether you could take delivery of every open Put at once, comfortably, and still sleep.

Hidden concentration

Selling Puts on five different tech names and calling it diversified — they fall together. Watch sector overlap, correlation, and how many Puts expire the same week. And keep "Cash-Secured" literal: the moment you sell more Puts than your cash can cover, you're trading Naked Puts on margin and have left this strategy entirely.

Key takeaways

  • Run three tests before selling: breakeven, return on capital, and the downside if it falls hard.
  • Annualized return is a comparison aid, not a promise — and it ignores the loss.
  • Size for the assignment: one contract is a 100-share commitment, not a premium ticket.
  • Keep a reserve and avoid correlated stacks, so a market drop can't assign you into trouble.

Pop quiz — solidify your understanding

What is the breakeven on a Cash-Secured Put?

Strike minus premium. Sell the $90 Put for $3 and your breakeven — and effective cost if assigned — is $87.

What does the annualized return figure leave out?

The downside. A 3.3% return in 30 days annualizes to about 40%, but that says nothing about the loss if the stock falls — and it will not repeat every month.

Should you size a Put on the premium or the assignment?

The assignment. One $90 contract is a $9,000 commitment to buy stock, not a $300 trade. Size as if you will be assigned, because eventually you will.

Frequently asked questions

How much of my account should one Put use?

Little enough that being assigned — and the stock then falling further — would not damage the account. Size for the worst case, keep a cash reserve, and avoid stacking correlated names.

Is a high annualized return a good sign?

Not on its own. It is a comparison aid, not a promise, and it ignores downside. A modest return on a stock you would happily own beats a huge one on a stock you would not.

What if all my Puts get assigned at once?

That is exactly the scenario to size for. If you could not comfortably buy every open Put’s shares at the same time, you are too big.

Share:

Educational content only — not financial advice. Options are contracts with real obligations and the risk of loss. Understand assignment and size positions conservatively before you trade.