BOSS

Synthetic Long Stock

Description

Buying a call and selling a put at the same strike and expiry, replicating the payoff of owning the underlying outright without buying it directly.

Setup

  1. Buy one call at the money.
  2. Sell one put at the same strike and expiry.

Context

Used to gain stock-like exposure with less capital tied up, or to exploit a pricing gap between the options market and the underlying itself.

Risk Profile

Behaves like owning the underlying: loss grows as the underlying falls, gain grows as it rises, in both cases roughly one-for-one with the underlying's move.

Pros

  • Requires less capital than buying the underlying outright.
  • Delta-one exposure: moves closely track the underlying.
  • Can be used to arbitrage a mispricing between the synthetic and the real underlying.

Cons

  • Carries the same downside exposure as owning the underlying.
  • Assignment risk on the short put before expiry.
  • Bid-ask spreads on two legs instead of one instrument.

Effect of Time

Time decay has little net effect: the long call's decay is largely offset by the short put's decay.

Effect of Volatility

A change in implied volatility has little net effect, since the call and put move in opposite ways that largely cancel out.

Look-Alike Strategies

Live Structure

Live
Index price: $84528.9100
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Long Call 1 $84500.0000 24 Sep 2026 $262.0957 $287.4598 $25.3641
Short Put 1 $84500.0000 24 Sep 2026 $211.3673 $186.0032 $25.3641
Net Cost$50.7284
Delta1.0000
Gamma0.0000
Vega-0.0001
Theta0.0010
Rho0.8473
Breakeven(s) $84550.7284

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$50.7284
Slippage+$50.7282
Execution Cost$101.4566
Estimated Fees+$50.7282
Total Estimated Cost$152.1847

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 -$16900.0000 -$16950.7284 -33414.7%
$84500.0000 current breakeven $0.0000 -$50.7284 -100.0%
$101400.0000 $16900.0000 $16849.2716 +33214.7%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)