Sunday, September 05, 2010

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Ratio Put Spreads

 

 

Direction

 Bearish

Strategy Type

 Capital Gain

Legs

 Buy 1 ITM Put

 

 Sell 2 OTM Puts

Max Reward

Limited to Strike price of Long Put - Strike Price of Short Put Net Premium Received. Achieved when share price = strike price of short put.

Max Risk

 Unlimited

Time Horizon

 Short Term

Risk Profile

 Speculative

 

 

Payoff Diagram

Insert Image Here

 

Description

The Ratio Put Spread has a limited upside reward and an unlimited downside risk. Loss occurs when the underlying stock price falls dramatically beyond the sold put strike. If the trade can be placed for a credit, there may be an upside reward.

 

Steps Involved

Buy 1 ITM Put

Sell 2 OTM Puts

 

Rational

Trader expects a small move to the downside, doesn't expect the stock to fall dramatically and doesn't want to take the risk of losing if the stock rallies.

 

 

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