### Comment:
Major risk is the uncertain margin call threshold and/or how you are able to roll this over at option expiry. Options being exercised however is not a concern, and is literally the best case as it will result in a profit (assuming you're not a moron and sold OTM).

### REPLY:
Only problem is that the infinite margin strategy requires you to sell deep ITM to get as much premium as possible. Even then I suppose you'll make a slight profit.

### END.