Back to Playbook
Case StudyCash-Secured Put

Getting Paid to Wait for AMD

Using a pullback to enter a position at a discount

Meet Sarah

Has traded stocks for 2 years, options for 3 months

Account Size

$45,000

Goal

Buy AMD at a lower price while collecting premium

The Setup

February 3rdAMD @ $154.30

AMD just pulled back 8% after a broader tech selloff. The stock dropped from $168 to $154 in a week. IV has spiked to 48% - well above AMD's typical 32-35% range. For reference, AMD's IV usually sits between 28% (calm) and 55%+ (earnings/high volatility). At 48%, put premiums are juicy because the market is pricing in continued uncertainty.

Sarah has been watching AMD for months. She thinks it's a great AI play but always felt it was too expensive. This pullback is her chance, but she doesn't want to catch a falling knife. With $45K in her account, a $14,500 cash-secured put uses about 32% of her capital - right in her comfort zone of under 40% per position.

Finding the Trade

1

Opens The Greeks Report and selects "Cash-Secured Put" from the strategy filter

2

Notices AMD showing elevated IV (good for put sellers)

3

Looks for strikes with 15-20% AROC and reasonable delta

4

Finds the $145 put at 0.28 delta with 19.2% AROC

5

Checks her account: she has $45,000, and securing $14,500 for this trade leaves plenty of dry powder

6

Sarah pulls up her broker to verify prices. AMD has bounced $1.50 since the last data refresh. The $145 put is now showing $3.95 instead of $4.35. She checks nearby strikes - the $147.50 put is at 0.27 delta with $4.80 premium. "That matches the delta I wanted," she notes. She goes with the $147.50 strike.

Strategy: Cash-Secured PutDTE: 30-45 daysDelta: 0.25-0.35AROC: > 15%

Why this trade: The $147.50 strike is 4.4% below current price. If AMD drops there, Sarah would be buying at a level it bounced from twice in the past month. She'd be happy owning 100 shares at $147.50 - that's only $14,750 or about 33% of her portfolio.

Placing the Trade

Strike

$147.50 Put

Expiration

March 7th (32 DTE)

Premium

$4.80 per share

Contracts

1

Max Profit

$480 (premium collected)

Max Loss

$14,270 (if AMD goes to $0 - theoretical)

Breakeven

$142.70 (strike - premium)

Capital Required

$14,750 (cash to buy 100 shares if assigned)

Probability of Profit

71%

Watching the Trade

Day 1Stock: $154.30P&L: $0
Option: $4.80Delta: -0.27Theta: -$9.80

Trade entered. $480 premium collected. Sarah sets an alert at $150 (psychological level).

Day 5Stock: $149.80P&L: -$160
Option: $6.40Delta: -0.36Theta: -$10.50

AMD dropped more. Put is now worth more than she sold it for. Paper loss, but she's not panicking - this is why she picked a strike she'd be happy owning at.

Day 12Stock: $157.50P&L: +$160
Option: $3.20Delta: -0.20Theta: -$11.80

AMD bounced. Put value dropped. Sarah is back in profit. Theta is accelerating as we pass the 20-day mark.

Day 20Stock: $161.20P&L: +$335
Option: $1.45Delta: -0.11Theta: -$13.50

Stock rallied further. Put is now way out of the money. Theta is crushing the remaining value.

Day 26Stock: $158.90P&L: +$420
Option: $0.60Delta: -0.07Theta: -$10.00

Small pullback but put is so far OTM it barely moved. Sarah decides to close here.

The Exit

Closed

Day 26

Exit Price

$0.60

Total P&L

+$420

Return

2.8% in 26 days (39.8% annualized on capital at risk)

Why exit here: Sarah captured 88% of max profit with 6 days left. The remaining $60 isn't worth the gamma risk of holding through the last week. She'll use the freed-up capital to sell another put.

What We Learned

  • 1

    High IV after a pullback is the sweet spot for put selling - you get paid more for the same risk

  • 2

    Paper losses don't matter if you're committed to owning the stock at your strike price

  • 3

    Keep cash-secured puts to under 40% of your account - you want dry powder for other opportunities

  • 4

    Always verify prices before trading - markets move fast and data can be hours old

  • 5

    The 'boring' outcome (stock goes up, put expires worthless) is actually the profitable one

Want to learn more?Cash-Secured Put Strategy Guide