Protective Put Calculator
Position and option inputs
Protection summary
The entered puts cover all entered shares. This is expiration payoff math, not a recommendation to buy the put or hold it to expiration.
What happens at expiration?
The table compares the stock alone with the stock-plus-put position from today's entered stock price. Put premium is treated as a cash cost paid now. Dividends, taxes, commissions, early exercise, volatility changes, and any sale of the put before expiration are outside this calculation.
| Stock at expiration | Stock-only P&L | Put payoff | Hedged P&L after premium |
|---|---|---|---|
| $0.00 | -$10,000 | $9,000 | -$1,300 |
| $90.00 | -$1,000 | $0 | -$1,300 |
| $100.00 | $0 | $0 | -$300 |
| $120.00 | $2,000 | $0 | $1,700 |
The floor is not free
For a fully covered position, the protective put establishes a strike-based sale right through expiration. The premium raises the effective downside cost and also raises the stock price needed to break even if the put expires worthless. The Options Industry Council summarizes maximum loss for a standard protective put as stock purchase price minus strike price plus premium paid.
Coverage = option shares ÷ shares owned
Gross floor at a zero stock price = protected shares × strike price
Worst-case loss from current mark = current stock value + premium cost − gross floor
That last line intentionally uses the current entered stock price, not your historical tax basis. It answers a forward-looking risk question from today's mark. Your realized tax result can be very different.
Where the calculator stops
This tool does not decide whether protection is worth its cost, choose an expiration date or strike, model implied volatility, estimate taxes, or account for bid-ask spreads and early exits. It also rejects option coverage above the entered share count because excess puts would create a separate long-put position rather than hedge the shares entered here.
Use the portfolio hedging guide for the broader risk decision, the futures hedge calculator for beta-adjusted index-futures sizing, and the taxable-position hedging guide for implementation and tax considerations.
Method and contract-size sources
- Options Industry Council: Protective Put (Married Put), including the standard maximum-loss relationship.
- Options Clearing Corporation: Equity Options Product Specifications, including the standard 100-share unit and the possibility of adjusted contracts after corporate actions.