Comparing Three Put Strikes at the Same Expiration

Would you accept a higher purchase price for more premium? Compare three hypothetical strikes with the same expiration, then put the downside beside the income.

The setup: one stock, one expiration

This is a hypothetical worked example, not a market snapshot, trade recommendation or backtest. Assume a $100 stock, 30 DTE and standard 100-share puts. Quotes below are invented for arithmetic. Calculations use mid, assume the full premium is collected, and exclude costs.

Hypothetical 30-DTE quotes
StrikeBidAskSpread / sharePremium / contract
$90$0.75$0.85$0.10$80
$95$1.40$1.60$0.20$150
$100$2.65$2.95$0.30$280

Compare capital and annualized ROI

The same 365 / 30 factor is used in every row. The cash basis is strike × 100; the margin basis follows Shortput’s disclosed estimate. Larger percentages here come with a different strike and a different purchase obligation—not a free increase in income.

Premium-based returns, not expected total returns
StrikeCashEst. marginCash ROIMargin ROI
$90$9,000$1,08010.81%90.12%
$95$9,500$1,65019.21%110.61%
$100$10,000$2,28034.07%149.42%

Now move the stock to $80 at expiration

For each put, subtract its intrinsic value from the collected premium. This is an expiration illustration only; it does not model early assignment or the cost of closing before expiration. The $100 put has the highest premium and annualized ROI in this example, but also the largest loss in this scenario.

Expiration P/L = premium − max(strike − stock price, 0) × 100
Hypothetical expiration outcomes, before costs
StrikeBreakevenP/L at $80
$90$89.20−$920
$95$93.50−$1,350
$100$97.20−$1,720

Apply the comparison in the option chain

Choose one expiration header and keep the capital basis fixed. Inspect nearby eligible strikes and open their details for bid, ask, volume and OI. Consider the actual share purchase commitment and events before expiration. This example intentionally does not invent Delta or OI to label a “best” contract.

Use it in the decision

If $95 is your maximum acceptable purchase price, skip the $100 strike despite its larger premium. The $90 strike lowers the commitment but also pays less; none guarantees that you acquire shares.

Continue learning

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