The person writing the options is the one who collects a premium. If done correctly, you have a higher probability of collecting a premium. Some do this as a way to create income. However, if you sell a call, you face unlimited risk. Remember, you make more money when selling a contract closer to the money, but you run a higher risk of the contract being exercised. It is common to sell contracts several strikes away (possibly 2 or 3 standard deviations away from the current market price), which indicates that the probability of profit is significantly in your favor compared to something trading right at the money. Bear in mind, you will collect less in premium because it is less risky.