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Directional spreads / 03

Bull Put Spread

Strategy payoff chart

P/L when all options expire · One spread · Contract multiplier 100

-834-524-21496406050100150200Y · Spread P/L (USD)X · Underlying price (USD)
Initial net credit:$286.23Chart P/L:+$286.23
Side / quantityTypeStrikeInitial termExample premium / share
Sell 1Put$10030 days$3.2629
Buy 1Put$9030 days$0.4006

Educational assumptions: entry spot $100, annual IV 30%, risk-free rate 4%, dividend yield 0. Premiums use the European Black–Scholes model, not market quotes. Fees, slippage, margin interest and early exercise are excluded; calculations retain unrounded values.Only the $0–$200 range is shown. Chart edges are not risk limits; an uncovered short call can have unlimited upside losses.

Structure

Sell a higher-strike put and buy a lower-strike put for protection.

Market outlook

Rising, sideways or slightly declining prices.

How it works

Collect time value from the short put. If the stock stays above its strike at expiration, the spread retains its full net premium.

Features

Credit strategy; positive Theta in typical conditions; limited risk and reward.

Based on learning material supplied by the site owner, with educational examples. Theta, Vega and Gamma signs describe typical conditions, not permanent properties. Before expiration, P/L also depends on IV, liquidity, assignment, margin and position management.Reference: OIC options strategies ↗

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