BOSS

Short Guts

Description

Selling an in-the-money call and an in-the-money put, collecting a large premium on a bet that the underlying stays within a fairly wide range.

Setup

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

Context

Used like a short strangle, when a large move is considered unlikely, with the in-the-money strikes producing a much larger up-front credit.

Risk Profile

Maximum gain is the combined premium collected, minus the intrinsic value already built into both strikes at entry, realized if the underlying finishes between the two strikes. Loss grows without bound on a large move in either direction.

Pros

  • Collects a larger credit than a comparable short strangle.
  • Wide range of underlying prices where the position is profitable.
  • Benefits from a drop in implied volatility.

Cons

  • Unlimited loss potential on a large move.
  • Requires significant margin.
  • More capital-intensive to manage than an out-of-the-money short strangle.

Effect of Time

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

Effect of Volatility

A rise in implied volatility hurts the position by inflating the value of both short options.

Look-Alike Strategies

Live Structure

Live
Index price: $84404.6700
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Call 1 $84000.0000 24 Sep 2026 $527.6658 $464.3459 $25.3280
Short Put 1 $85000.0000 24 Sep 2026 $633.2038 $506.5630 $25.3282
Net Cost-$1160.8695
Delta0.0552
Gamma-0.0009
Vega-15.2800
Theta194.5203
Rho0.0538
Breakeven(s) $83839.1305, $85160.8695

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-$1160.8695
Slippage+$189.9606
Execution Cost-$970.9089
Estimated Fees+$50.6561
Total Estimated Cost-$920.2528

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 -$839.1305 -72.3%
$83839.1305 breakeven -$1160.8695 $0.0000 +0.0%
$84000.0000 -$1000.0000 $160.8695 +13.9%
$84427.1700 current -$1000.0000 $160.8695 +13.9%
$85000.0000 -$1000.0000 $160.8695 +13.9%
$85160.8695 breakeven -$1160.8695 $0.0000 +0.0%
$86000.0000 -$2000.0000 -$839.1305 -72.3%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)