Research method
Cash-secured put
Cash-secured put is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Covered call writing4 readings
Read in the archive15 readings
1989Cash-secured puts and spreads versus buy-write overlays1990Covered-call overlays fail a flexibility test until restated as puts and spreads2005Covered-call supply, cash-secured puts, and conversion fair value2007Covered calls and cash-secured puts as one income regime2007Cash-secured puts, assignment risk, and post-entry overlays2012Accumulation risk: protective puts, cash-secured puts, and spreads2016Cash-secured puts under extreme implied volatility2016Cash-secured put income, assignment, and reward-to-risk2016A gold ETF range regime as a short-call ceiling, put floor, and short strangle2017Weekly cash-secured puts filtered by intraday stochastic bands2018Weekly equal-weight downtrend as a shared gate for VIX premium and put collateral2018Far out-of-the-money cash-secured puts as income and entry2019Bounding naked premium after a volatility spike2020Cash-secured put as a crash-regime overlay2020Cash-secured puts in a 2020 implied-volatility spike
This registry entry describes a research method. It is not investment advice and does not make a performance claim.