The price of gold is currently $1,900 per ounce. A trader has written 100 call options on 10-month gold futures contracts, and the options mature in 1 year. The current 10-month futures price is $2,000 per ounce, the exercise price of the options is $1,950, the risk-free interest rate is 7% per annum, and the volatility of gold futures prices is 18% per annum. (Assume gold offers no yield and has no storage costs.) What risk has the trader exposed themself to by writing these naked options?