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Diversify neutral delta When working with short or written options, think in the same terms you do with investing in general, diversify When selling options consider not only neutral delta strategies such as the strangle, straddle, condor and butter y spreads, but doing these spreads in multiple markets with opposing objectives This method helps to ensure the exposure is less signi cant in sector or regional risk situations and may also help with systemic risk With this in mind, do not trade more than you can keep track of at any given time Bring home the premium As an option seller or writer it is easy to become over-con dent after a series of option expirations in your favor Set yourself a limit to the premium captured versus risk capital Some have had success at writing 50% or more of their determined amount to risk for any given period or expiration cycle In other words, if you have $5000 to risk, writing $2500 in premium is a expiration cycle If that cycle is short, the dollars and cents can become very exciting as can the risk, but it is important to set boundaries immediately as to your total risk in short premium or short option value