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Naked Put Return on Margin

Annualized rate of return on selling an uncovered (naked) put, using the broker-imposed margin requirement as the capital base. Same shape as the cash-secured put formula but typically yields a much higher figure because margin is a fraction of the strike.

When to use: Use when you sell puts on margin rather than fully cash-secured. The margin requirement varies by broker and underlying — typically ~20% of the strike for stocks under standard Reg-T rules, but can be higher for volatile names or portfolio-margin accounts.

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Formula

Annualized Return=PremiumMarginReq×365Days to Expiration\text{Annualized Return} = \frac{\text{Premium}}{\text{MarginReq}} \times \frac{365}{\text{Days to Expiration}}

Variables

SymbolNameDescriptionUnit
IRRAnnualized ReturnSimple-annualized return assuming the option expires worthless%
TodayToday's DateDate the option is sold (trade date)date
ExpirationExpiration DateDate the option contract expiresdate
PremiumPremium per ShareCash credit received per share for selling the option$
MarginReqMargin RequirementCash margin set aside per share to hold the short position$

Real-Life Examples

Example 1: 30-Day Naked Put with 20% Margin

On April 29, 2026 you sell a 30-day put at a $100 strike for $2.00 of premium. Your broker requires $20 of margin per share.

Given

Today = 2026-04-29Expiration = 2026-05-29Premium = 2MarginReq = 20

Step-by-Step

1.Days to Expiration = 30
2.Per-trade yield on margin = 2.00 / 20 = 0.10 = 10%
3.Annualization factor = 365 / 30 = 12.167
4.Annualized Return = 0.10 × 12.167 = 1.2167 = 121.67%
Result:1.22

Margin-based returns look enormous — but that headline ignores that an in-the-money put can lose far more than the margin posted. The leverage cuts both ways.

Frequently Asked Questions

For a short put under Reg-T, the typical formula is the greater of (a) 20% of the underlying price minus the out-of-the-money amount plus the premium, or (b) 10% of the strike plus the premium. Brokers may impose higher house requirements; portfolio-margin accounts use risk-based models that can be lower.

Because the denominator is roughly 5× smaller. Cash-secured puts use 100% of strike; naked puts use ~20%. The premium is the same, so the yield is ~5× larger — but so is the loss exposure relative to capital posted.

Tail risk. If the stock gaps below the strike, your loss is the full intrinsic value — not just the margin you posted. Margin can be called intra-trade, forcing closure at a loss. Treat the headline yield as a best-case figure that ignores risk-adjusted realities.