BOSS

Long Combo

Description

Buying an out-of-the-money call and selling an out-of-the-money put, a cheaper, more leveraged stand-in for a long stock position.

Setup

  1. Buy one out-of-the-money call.
  2. Sell one out-of-the-money put, same expiry.

Context

Used as a lower-cost, higher-leverage alternative to buying the underlying outright, when a rally is expected and the gap between the strikes is an acceptable dead zone.

Risk Profile

Above the call strike, gain grows without bound. Below the put strike, loss grows as the underlying falls, bounded only by zero. Between the strikes, the position is flat at its net cost.

Pros

  • Much less capital required than owning the underlying.
  • Unlimited upside participation.
  • Can often be set up for a small credit or low cost.

Cons

  • Uncapped downside risk below the put strike.
  • Flat zone between the strikes means no gain from small moves.
  • Assignment risk on the short put before expiry.

Effect of Time

Time decay has a modest net effect, since the two legs partially offset each other.

Effect of Volatility

A change in implied volatility has a limited net effect, since the call and put move in opposite ways that partially cancel out.

Look-Alike Strategies

Live Structure

Live
Index price: $84524.9200
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Long Call 1 $85000.0000 24 Sep 2026 $88.7706 $101.4521 $11.0963
Short Put 1 $84000.0000 24 Sep 2026 $76.0891 $59.1804 $9.5111
Net Cost$12.6815
Delta0.4494
Gamma0.0001
Vega0.7030
Theta-13.3258
Rho0.3837
Breakeven(s) $85012.6815

Estimated Cost to Assemble

An estimate of what entering this structure right now would really cost: filling every leg by crossing the spread (the ask when buying, the bid when selling) instead of at the mid-price, plus an estimated exchange fee. Real fees and fills can differ from this estimate.

Mid-Price Cost$12.6815
Slippage+$29.5902
Execution Cost$42.2717
Estimated Fees+$20.6075
Total Estimated Cost$62.8792

Payoff & Greeks vs. Underlying Price

The Greeks curves are a Black-Scholes model using each leg's current implied volatility, holding time to expiry fixed -- not live exchange data at every price, which only exists at the current price (dashed line).

Payoff at Expiration

This structure's value and profit/loss at expiration, at a handful of specific prices: every leg's strike, every breakeven, the current spot, and the chart's own range.

Underlying PriceValue at ExpirationProfit / LossReturn on Cost
$83000.0000 -$1000.0000 -$1012.6815 -7985.5%
$84000.0000 $0.0000 -$12.6815 -100.0%
$84543.4400 current $0.0000 -$12.6815 -100.0%
$85000.0000 $0.0000 -$12.6815 -100.0%
$85012.6815 breakeven $12.6815 $0.0000 +0.0%
$86000.0000 $1000.0000 $987.3185 +7785.5%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)