BOSS

Put Ratio Spread (Front Spread)

Description

Buying one at-the-money put and selling two puts further out of the money, financing most or all of the long put with the extra short premium.

Setup

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

Context

Used when a moderate decline down to the short strike is expected, and the trader is willing to accept uncapped risk below it in exchange for a very low, or negative, cost of entry.

Risk Profile

Maximum gain occurs at the short strike. Below it, the extra uncovered short put creates loss that grows as the underlying falls; above the long strike, the position is flat at its net cost.

Pros

  • Very low, sometimes negative, cost of entry.
  • Maximum profit at the short strike can be large relative to the cost.
  • Benefits from time decay on the short puts.

Cons

  • Uncapped downside risk below the short strike.
  • Needs active management if the underlying sells off hard.

Effect of Time

Time decay generally helps, since there are more short options than long ones.

Effect of Volatility

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

Look-Alike Strategies

Live Structure

Live
Index price: $84394.4800
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Long Put 1 $84500.0000 24 Sep 2026 $287.0126 $312.3372 $25.3246
Short Put 2 $84000.0000 24 Sep 2026 $105.5195 $92.8571 $26.3799
Net Cost$75.9736
Delta-0.0409
Gamma-0.0003
Vega-6.4058
Theta81.0287
Rho-0.0327
Breakeven(s) $83575.9736, $84424.0264

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$75.9736
Slippage+$50.6493
Execution Cost$126.6229
Estimated Fees+$51.7045
Total Estimated Cost$178.3275

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 -$75.9736 -100.0%
$83575.9736 breakeven $75.9736 $0.0000 +0.0%
$84000.0000 $500.0000 $424.0264 +558.1%
$84415.5900 current $84.4100 $8.4364 +11.1%
$84424.0264 breakeven $75.9736 $0.0000 +0.0%
$84500.0000 $0.0000 -$75.9736 -100.0%
$85000.0000 $0.0000 -$75.9736 -100.0%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)