BOSS

Short Combo

Description

Selling an out-of-the-money call and buying an out-of-the-money put, a cheaper, more leveraged stand-in for a short stock position.

Setup

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

Context

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

Risk Profile

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

Pros

  • Avoids the mechanics of borrowing the underlying to short it.
  • Large gain potential on a decline.
  • Can often be set up for a small credit or low cost.

Cons

  • Uncapped upside risk above the call strike.
  • Flat zone between the strikes means no gain from small moves.
  • Assignment risk on the short call 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: $84537.8500
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Call 1 $85000.0000 24 Sep 2026 $88.7840 $76.1006 $11.0980
Long Put 1 $84000.0000 24 Sep 2026 $76.1006 $93.0119 $9.5126
Net Cost-$12.6834
Delta-0.4491
Gamma-0.0001
Vega-0.9424
Theta13.5336
Rho-0.3827
Breakeven(s) $85012.6834

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-$12.6834
Slippage+$29.5947
Execution Cost$16.9112
Estimated Fees+$20.6106
Total Estimated Cost$37.5218

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 $1012.6834 +7984.3%
$84000.0000 $0.0000 $12.6834 +100.0%
$84556.1900 current $0.0000 $12.6834 +100.0%
$85000.0000 $0.0000 $12.6834 +100.0%
$85012.6834 breakeven -$12.6834 $0.0000 +0.0%
$86000.0000 -$1000.0000 -$987.3166 -7784.3%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)