The Options Wheel Strategy - Steps & Rules


Step 1
Sell Cash Secured Put (CSP)


Choose low volatility group of blue-chip stocks on which to do the wheel strategy

When stock reached closer to desired levels, sell a close-to-the-money cash secured put

(try to get minimum 2% premium as a percentage of stock price)

Hold the CSP till expiry and rollover if it expires out-of-the-money

Keep repeating it & collect the premium as long as the CSP remains OTM

Step 2
Buy Stock or Futures


Buy stock or futures when cash secured put goes in-the-money at expiry

Number of shares bought should be equal to the lot size of the option

Alternatively Futures can also be bought in place of shares

Advantage of buying Futures - relatively low capital requirement (1/3rd to 1/4th)

Disadvantage of buying Futures - premium to buy & rollover, MTM maintenance issues and missed dividend income

Step 3
Sell Covered Call


Sell a 204-304 Call Option which has 30-40 days left in the expiry

•Target at least 1% option premium as a percentage of stock price

• If the call option remains OTM at expiry, rollover the call option to next expiry

•Keep repeating it & collect the premium as long as the call option remains OTM

• Keep collecting dividends as & when company declares it

Step 4
Sell Stock


Sell the stock shares/futures & book the profit when the stock hits the strike price of covered call

Repeat from Step 1 again with the same or another stock when a desired price level is reached