BOSS

Long Guts

Description

Buying an in-the-money call and an in-the-money put, a more expensive, higher-floor cousin of the long strangle built entirely from in-the-money strikes.

Setup

  1. Buy one in-the-money call, struck below the current price.
  2. Buy one in-the-money put, struck above the current price, same expiry.

Context

Used like a long strangle, for an expected big move in either direction, when the trader wants more built-in intrinsic value and is willing to pay more for it.

Risk Profile

Maximum loss is the combined premium paid, minus the intrinsic value already built into both strikes at entry, realized if the underlying finishes between the two strikes. Gain is unlimited on a large enough move in either direction.

Pros

  • More intrinsic value cushion than a strangle built from out-of-the-money strikes.
  • Profits from a big move regardless of direction.
  • Narrower time-value component than a straddle at the same strikes distance.

Cons

  • Much higher cost of entry than a comparable strangle.
  • Ties up significantly more capital for a similar payoff shape.

Effect of Time

Time decay works against the position, though a smaller share of the premium is pure time value compared to an out-of-the-money strangle.

Effect of Volatility

A rise in implied volatility benefits both legs.

Look-Alike Strategies

Live Structure

Live
Index price: $84539.9900
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Long Call 1 $84000.0000 24 Sep 2026 $613.0321 $761.0053 $25.3668
Long Put 1 $85000.0000 24 Sep 2026 $528.4893 $591.9080 $25.3675
Net Cost$1141.5214
Delta0.0473
Gamma0.0009
Vega16.0572
Theta-196.4675
Rho0.0285
Breakeven(s) $83858.4786, $85141.5214

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$1141.5214
Slippage+$211.3920
Execution Cost$1352.9134
Estimated Fees+$50.7343
Total Estimated Cost$1403.6477

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 $2000.0000 $858.4786 +75.2%
$83858.4786 breakeven $1141.5214 $0.0000 +0.0%
$84000.0000 $1000.0000 -$141.5214 -12.4%
$84556.1500 current $1000.0000 -$141.5214 -12.4%
$85000.0000 $1000.0000 -$141.5214 -12.4%
$85141.5214 breakeven $1141.5214 $0.0000 +0.0%
$86000.0000 $2000.0000 $858.4786 +75.2%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)