Diversified fund put-writing
Sell puts backed by cash reserved for assignment. If assigned, hold the fund and sell covered calls.
Results unavailable
Complete option marks for held positions are missing from the research sample, so a comparable return and risk record is unavailable.
Experimental · Alpaca paper only · Fixed settings. Profitability has not been established. Positions can remain held overnight.
Choose your own connected paper account and explicitly confirm the start in Portfolio.
- Return
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- Sharpe
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- Trades
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Entry rules
Select puts near 30 delta with cash reserved for each 100-share assignment.
Held overnight, repeated across cycles
Repeat the put-writing cycle after expiry. Assignment moves the lot into covered calls; shares can remain through later cycles.
The existing income executor manages option orders and assignment during market sessions.
Exit rules
Options may expire or be assigned. The underlying shares can stay invested between option cycles.
Capital and risk
Whole 100-share lots or the cash needed to buy them. Capital requirements depend on the fund and strike.
Premium does not remove the fund's downside risk. Covered calls also limit upside; cash-secured puts can result in buying shares during a decline.