Naked Option

IntermediateOptions & Derivatives2 min read

Quick Definition

An option sold without holding the underlying asset or an offsetting position, exposing the seller to theoretically unlimited risk.

What Is Naked Option?

A naked (or uncovered) option is a short option position where the seller does not own the underlying asset (for calls) or does not have cash set aside to buy (for puts). Selling naked calls is considered one of the riskiest options strategies because the potential loss is theoretically unlimited — if the stock rises dramatically, the call seller must buy shares at the market price to deliver at the lower strike. Naked puts have risk limited to the strike price minus premium received (if the stock goes to zero). Due to the high risk, naked option selling requires the highest options approval level (typically Level 4 or 5) and substantial margin requirements. Despite the risks, experienced traders sell naked options to collect premium, often managing risk through position sizing, stop-losses, and diversification across many positions.

Naked Option Example

  • 1A trader sells a naked $50 call for $2. If the stock surges to $100, the loss is $48 per share ($50 intrinsic value minus $2 premium) — $4,800 per contract
  • 2Selling naked puts on high-quality stocks: sell the $140 put on AAPL for $3 with no offsetting position — max loss is $13,700 per contract if AAPL goes to zero