BOSS

Put Ratio Backspread

Description

Selling one at-the-money put and buying two puts further out of the money, the inverse of a put ratio spread, set up for a sharp decline rather than a pin.

Setup

  1. Sell one put at the money.
  2. Buy two puts at a lower strike, same expiry.

Context

Used when a sharp decline is considered likely, or at least worth being positioned for cheaply, while still collecting value if the underlying stays flat or rises.

Risk Profile

Maximum loss is capped and occurs near the long strike. Above the short strike, the position is flat or profitable at its net cost; below the long strike, gain grows as the underlying falls, bounded only by zero.

Pros

  • Large gain potential on a sharp decline.
  • Often set up for a small credit or low cost.
  • Profits if the underlying stays flat or rises, not just if it falls.

Cons

  • Worst case sits at a specific price in the middle, not at an extreme.
  • Needs a genuinely large move to reach its full potential.

Effect of Time

Time decay generally hurts the position while the underlying sits near the long strike.

Effect of Volatility

A rise in implied volatility helps the position, since the long puts outnumber the short put.

Look-Alike Strategies

Live Structure

Live
Index price: $84380.1400
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Put 1 $84500.0000 24 Sep 2026 $299.6184 $270.0786 $25.3199
Long Put 2 $84000.0000 24 Sep 2026 $105.4994 $118.1594 $26.3749
Net Cost-$88.6195
Delta0.0354
Gamma0.0004
Vega6.7080
Theta-92.3119
Rho0.0284
Breakeven(s) $83588.6195, $84411.3805

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-$88.6195
Slippage+$54.8597
Execution Cost-$33.7598
Estimated Fees+$51.6947
Total Estimated Cost$17.9349

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
$83500.0000 $0.0000 $88.6195 +100.0%
$83588.6195 breakeven -$88.6195 $0.0000 +0.0%
$84000.0000 -$500.0000 -$411.3805 -464.2%
$84399.5500 current -$100.4500 -$11.8305 -13.3%
$84411.3805 breakeven -$88.6195 $0.0000 +0.0%
$84500.0000 $0.0000 $88.6195 +100.0%
$85000.0000 $0.0000 $88.6195 +100.0%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)