BOSS

Synthetic Long Call

Description

Holding the underlying and buying a put at the same strike, replicating the payoff of a long call using stock and a put instead of a call.

Setup

  1. Hold (or buy) one unit of the underlying.
  2. Buy one put at the same strike as the call being replicated.

Context

Used to convert an existing stock holding into a call-like payoff, for example to hedge downside while a suitable call is illiquid or mispriced.

Risk Profile

Maximum loss is the entry price minus the strike, plus the premium paid for the put -- the same shape as a protective put at the same strike. Gain is unlimited as the underlying rises.

Pros

  • Turns an existing holding into a defined-risk position.
  • Keeps unlimited upside participation.
  • Useful when the desired call is hard to trade directly.

Cons

  • Requires holding the full underlying position, tying up more capital than buying a call outright.
  • Put premium is a recurring cost if renewed over time.

Effect of Time

Time decay works against the long put, quietly eroding the cost of the position each day.

Effect of Volatility

Rising implied volatility increases the cost of the put but also increases its value as a hedge.

Look-Alike Strategies

Live Structure

Live
Index price: $84522.7600
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Long Underlying 1 $84539.4400 $84539.4400 $0.0000
Long Put 1 $84500.0000 24 Sep 2026 $219.8025 $245.1644 $25.3618
Net Cost$84759.2425
Delta0.5274
Gamma0.0007
Vega10.6644
Theta-120.5984
Rho-0.4036
Breakeven(s) $84759.2425

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$84759.2425
Slippage+$25.3618
Execution Cost$84784.6044
Estimated Fees+$25.3618
Total Estimated Cost$84809.9662

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 $84500.0000 -$259.2425 -0.3%
$84500.0000 current $84500.0000 -$259.2425 -0.3%
$84759.2425 breakeven $84759.2425 $0.0000 +0.0%
$101400.0000 $101400.0000 $16640.7575 +19.6%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)