BOSS

Long Put Calendar Spread

Description

The put-only equivalent of the long call calendar spread: selling a near-term put and buying a longer-dated put at the same strike.

Setup

  1. Sell one put at a chosen strike, near-term expiry.
  2. Buy one put at the same strike, a later expiry.

Context

Used when the underlying is expected to sit near the strike through the near-term expiry; economically similar to the call version, built with puts instead.

Risk Profile

Maximum loss is the net debit paid, if the underlying is far from the strike when the near-term option expires. Maximum gain, realized if the underlying sits at the strike at the near-term expiry, is capped and depends on the remaining value of the longer-dated option.

Pros

  • Benefits from the mismatch in time decay between the two expiries.
  • Lower cost than an outright long put at the far expiry.
  • Benefits from a rise in implied volatility in the back-month option.

Cons

  • Needs the underlying to stay close to the strike, unlike a directional trade.
  • Requires managing or rolling the position at the near-term expiry.

Effect of Time

Time decay is the engine of the trade: the near-term short option loses value faster than the longer-dated long option.

Effect of Volatility

A rise in implied volatility, especially in the back-month option, increases the position's value.

Look-Alike Strategies

Live Structure

Live
Index price: $84521.9500
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Put 1 $84500.0000 24 Sep 2026 $224.0243 $202.8900 $25.3612
Long Put 1 $84500.0000 25 Sep 2026 $676.6737 $718.9658 $25.3753
Net Cost$452.6493
Delta-0.0033
Gamma-0.0004
Vega9.9434
Theta-144.4520
Rho-1.1325
Breakeven(s) none

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$452.6493
Slippage+$63.4265
Execution Cost$516.0758
Estimated Fees+$50.7365
Total Estimated Cost$566.8123

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
$67600.0000 $0.0000 -$452.6493 -100.0%
$84500.0000 current $0.0000 -$452.6493 -100.0%
$101400.0000 $0.0000 -$452.6493 -100.0%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)