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Cash Secured Puts 104: Defensive Tactics (Rolling)

The market crashed and your Put is deep in the money. Do you panic? No. You Roll. Learn the art of "Rolling Down and Out" to avoid assignment.

Feb 18, 202610 min read

The "Oh No" Moment

You sold the $100 Put. Stock is now $90. You are down $1,000.

You have 3 choices:

1. Take Assignment: Buy at $100, hold, and sell Covered Calls.

2. Eat the Loss: Buy back the put for a loss and move on.

3. Roll: Buy back the $100 Put, and sell a new Put in a future month.

Rolling Down and Out

This is the primary defense. You buy back the current ITM Put (taking a loss on paper) and sell a new Put at a LOWER strike but FURTHER out in time.

Example: Buy back Feb $100 Put ($10.00). Sell March $95 Put ($11.00).

Result: You collect a Net Credit of $1.00. You lowered your buying obligation from $100 to $95. You bought more time for the stock to recover.

Golden Rule: Always try to roll for a Net Credit. Never pay to roll.

The Rolling Dilemma

Rolling puts is harder than rolling covered calls. With covered calls, you own the stock. With puts, you are just delaying a purchase.

Liquidity Warning: Deep ITM puts often have wide bid-ask spreads. You might get filled at a poor price, eating into your roll credit.

If the stock fundamentally broke (e.g., fraud, bankruptcy risk), DO NOT ROLL. Take the loss or assignment and exit. Rolling a loser only digs a deeper hole.

Key takeaways

  • Rolling buys time and lowers your strike price.
  • Roll "Down and Out" to a later date and lower strike.
  • Always demand a Net Credit for the roll.
  • If the thesis is broken, accept the loss. Don't marry a bad trade.

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