BOSS

Synthetic Short Stock

Description

Selling a call and buying a put at the same strike and expiry, replicating the payoff of a short position in the underlying without shorting it directly.

Setup

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

Context

Used to gain short exposure without borrowing the underlying, or where shorting the underlying directly is restricted or costly.

Risk Profile

Behaves like a short position in the underlying: gain grows as the underlying falls, bounded by zero; loss grows without bound as it rises.

Pros

  • Avoids the mechanics of borrowing the underlying to short it.
  • Delta-one exposure: moves closely track the underlying, inverted.
  • Can be used to arbitrage a mispricing between the synthetic and the real underlying.

Cons

  • Carries the same uncapped upside risk as shorting the underlying.
  • Assignment risk on the short call before expiry.
  • Bid-ask spreads on two legs instead of one instrument.

Effect of Time

Time decay has little net effect: the long put's decay is largely offset by the short call'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: $84528.9500
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Call 1 $84500.0000 24 Sep 2026 $262.0958 $236.7317 $25.3641
Long Put 1 $84500.0000 24 Sep 2026 $211.3675 $236.7316 $25.3641
Net Cost-$50.7283
Delta-1.0000
Gamma0.0000
Vega0.0000
Theta-0.0003
Rho-0.8473
Breakeven(s) $84550.7283

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-$50.7283
Slippage+$50.7282
Execution Cost-$0.0001
Estimated Fees+$50.7282
Total Estimated Cost$50.7281

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 $16950.7283 +33414.8%
$84500.0000 current breakeven $0.0000 $50.7283 +100.0%
$101400.0000 -$16900.0000 -$16849.2717 -33214.8%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)