Knowledge BaseOptions & derivatives › Put Option
Options & derivatives

Put Option

A contract giving its buyer the right, but not the obligation, to sell a stock at a fixed price on or before a set expiry date.

Part of the Options: The Mechanics course · Lesson 2 of 10
Formula
Put intrinsic value = max(strike price − underlying price, 0); premium = intrinsic value + time value

What it is

A put option is a contract between two parties covering a set quantity of an underlying stock — conventionally 100 shares per contract. The buyer pays a premium for the right to sell those shares at a fixed price, called the strike price, on or before the expiry date. The buyer is never forced to use that right; it is exercised only if it suits, and otherwise the contract simply expires. The seller, or writer, of the put has the mirror-image obligation: if the buyer exercises, the writer must buy the shares at the strike price no matter what the stock is actually trading at. A put generally gains value as the underlying stock falls, and it expires worthless if the stock finishes at or above the strike on the expiry date.

Why it matters

Puts are how the market prices downside. The premium on a put is a live, observable number reflecting what participants collectively charge to take on the risk of a stock falling — which makes put pricing a window into perceived risk, not just a trading instrument. The risk is also deeply asymmetric depending on which side of the contract is taken. A put buyer's loss is capped at the premium paid, but that premium can go to zero entirely, and frequently does. A put writer collects a limited premium while accepting an obligation that runs all the way down to the stock reaching zero. Options are complex, leveraged instruments where total loss of the amount committed is a normal outcome, and where a writer's exposure can far exceed the cash received.

How it's calculated

A put's premium is set by supply and demand in the options market, quoted per share and multiplied by the contract size — conventionally 100 shares — to give the cash cost of one contract. It splits in two. Intrinsic value is what exercising right now would be worth: strike price minus underlying price, floored at zero. Time value is whatever the premium exceeds intrinsic value, and it shrinks as expiry nears, decaying faster in the final stretch rather than evenly. Models like Black-Scholes estimate a theoretical premium from strike, price, time, rates, dividends and volatility. Implied volatility runs the model backwards — it is derived from the observed market price, not fed in.

Cross-border note. Canadian-listed equity options trade on the Bourse de Montréal and clear through the CDCC; US-listed equity options clear through the OCC. Both conventionally use 100 shares per contract, and most single-stock options in both markets are American-style. Contracts are not fungible across the two clearing houses: a put bought in Montréal cannot be closed on a US exchange, and vice versa.

FAQ

If I buy a put, how much can I lose?
The most a put buyer can lose is the premium paid, plus commissions. If the stock stays at or above the strike price through expiry, the put expires worthless and the entire premium is gone. That is a total loss on the amount spent, and it is a normal outcome rather than an unusual one — the put has to finish below the strike at expiry to have any value left.
Do I have to own the stock to buy a put?
No. A put can be bought without owning the underlying shares. But exercising a put means delivering shares at the strike, so shares would have to be bought or already held. Selling a put is a different position entirely: the writer takes on the obligation to buy shares at the strike if assigned, and that obligation stands whether or not the writer wants the shares at that point.
What is the worst case for someone who sells (writes) a put?
A put writer collects the premium up front but takes on the obligation to buy the shares at the strike if assigned. The loss is capped only by the stock falling to zero: maximum loss is the strike price times the contract size, less the premium received — a large number relative to the premium collected. Premium received is not profit kept; the obligation stays live until the option expires, is exercised, or is closed.
Related terms
See Put Option on a real company
Open any stock in Quintarthai and explore it live across the screener and company pages.
Open the app →