0 risk trade with potential 9.3% annualized return on Amazon

I hope this belongs here but I wanted to get a second opinion on this. The trade is the following. (I'm using the last trading day prices):
– Buy 100 shares Amzn @140.6usd
– Buy a put option strike 140 @5.7 expiry jan 2024
– Sell a CC option strike 142.5 @6.3 expiry jan 2024

On expiry:
Max loss: 0usd (if amzn <=140) Max return: 250 (if amzn >= 142.5)

That's a 9.3% of annualized return with high probability and 0 risk. I know you can achieve much higher returns with the wheel and other strategies but if the market crashes (which is something you keep hearing is gonna happen) the risk is very high. Am I missing something? Can I achieve similar risk/return profile without allocation my capital (buying the 100 shares and holding them til expiry?)

Thanks!