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Textbook
Introduction
1. Strategies
1.1 Fundamentals
1.2 Contracts & the market
1.3 Basic strategies
1.4 Advanced strategies
1.4.1 Collars
1.4.2 Long straddles
1.4.3 Short straddles
1.4.4 Combinations
1.4.5 Introduction to spreads
1.4.6 Naming spreads
1.4.7 Call spreads
1.4.8 Ratio call spreads
1.4.9 Put spreads
1.4.10 Ratio put spreads
1.4.11 Butterfly spreads
1.4.12 Iron condors
1.5 Non-equity options
1.6 Suitability
2. Customer accounts
3. Rules & regulations
Wrapping up
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1.4.10 Ratio put spreads
Achievable Series 9
1. Strategies
1.4. Advanced strategies

Ratio put spreads

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A ratio strategy is an options strategy with unbalanced sides (different numbers of contracts). Previously, we covered ratio call & put writes and ratio call spreads. This chapter focuses on ratio put spreads, which are put spreads with a heavy side (more contracts) and a light side (fewer contracts).

For example, assume an investor establishes the following positions:

Long 1 PDQ Jan 30 put at $4
Short 2 PDQ Jan 50 puts at $12

ABC’s market price = $42

As with ratio call spreads, the key to ratio put spread questions is to identify the heavy side and analyze what happens as the market moves.

Here, the investor is short two puts. One short put is effectively hedged by the long put, but the second short put is naked (uncovered). That naked short put creates the main risk: if PDQ falls, losses on the uncovered short put grow as the stock price declines.

In the worst-case scenario, PDQ falls to $0. Even then, the loss is large but limited (because a stock price can’t fall below $0).

The market outlook is similar to a typical short (credit, bull) put spread: the position benefits if the stock stays up. The difference is that the risk and reward are amplified because of the extra short put. In practical terms, the investor is looking for PDQ to rise to (or remain at) $50 or higher by expiration.

Let’s look at some practice questions:

Long 1 PDQ Jan 30 put at $4
Short 2 PDQ Jan 50 puts at $12

ABC’s market price = $42

Maximum gain?
Maximum loss?
Breakeven(s)?
Gain or loss if PDQ rises to $45?
Gain or loss if PDQ falls to $20?

Can you figure it out?

(spoiler)

Maximum gain = $2,000

First, find the net premium (the cash flow to establish the position):

  • Pay $4 for the long put
  • Receive $24 for the two short puts ($12 × 2)

Net credit = $20 per share ($24 − $4) = $2,000 ($20 × 100).

The maximum gain occurs at $50 or above. At that price, all puts are out of the money and expire worthless, so the investor simply keeps the $2,000 credit.


Maximum loss = $5,000

Because the heavy side is the two short puts, the worst outcome is a large decline in PDQ. The lowest possible stock price is $0, so evaluate the position at $0:

  • Long 30 put: $30 in the money → +$30 per share
  • Two short 50 puts: each is $50 in the money → −$100 per share total ($50 × 2)

Net exercise result at $0 = −$70 per share (−$100 + $30) = −$7,000.

Now include the initial credit:

  • Initial credit: +$2,000
  • Exercise result at $0: −$7,000

Maximum loss = $5,000 (−$7,000 + $2,000).


Breakeven = $40

This position has one breakeven.

The investor starts with a $2,000 credit. At expiration, the long 30 put is out of the money as long as PDQ is above $30, so it contributes $0 intrinsic value at $40.

At $40:

  • Each short 50 put is $10 in the money
  • Two contracts → $20 per share total intrinsic value loss ($10 × 2)
  • Total intrinsic value loss = $2,000 ($20 × 100)

That $2,000 loss offsets the $2,000 credit, so breakeven is $40.


Gain or loss if PDQ rises to $45 = $1,000 gain

At $45:

  • Long 30 put: out of the money → $0
  • Each short 50 put: $5 in the money → $10 per share total loss ($5 × 2)
  • Total intrinsic value loss = $1,000 ($10 × 100)

Net result = initial $2,000 credit − $1,000 = $1,000 gain.


Gain or loss if PDQ falls to $20 = $3,000 loss

Break the position into the long put and the two short puts.

Long 30 put

  • Cost: $4
  • Intrinsic value at $20: $10
  • Profit: $6 per share ($10 − $4) = $600 gain

Two short 50 puts

  • Premium received: $12 per share per contract
  • Intrinsic value at $20: $30 per contract
  • Loss per share per contract: $18 ($30 − $12)
  • Two contracts: $36 per share total loss
  • Total loss: $3,600 ($36 × 100)

Net result = $3,600 loss − $600 gain = $3,000 loss.

Let’s look at a slightly different ratio put spread:

Short 1 XYZ Jan 70 put at $6
Long 2 XYZ Jan 80 puts at $12

XYZ’s market price = $72

Maximum gain?
Maximum loss?
Breakeven(s)?
Gain or loss if XYZ rises to $75?
Gain or loss if XYZ falls to $50?

(spoiler)

Maximum gain = $7,200

Start with the net premium:

  • Receive $6 for the short put
  • Pay $24 for the two long puts ($12 × 2)

Net debit = $18 per share ($24 − $6) = $1,800.

The heavy side is the two long puts, so the position benefits most from a decline in XYZ. The lowest possible stock price is $0, so evaluate the position at $0:

  • Two long 80 puts: each is $80 in the money → $160 per share total intrinsic value ($80 × 2) = $16,000
  • Short 70 put: $70 in the money → $7,000 loss

Net exercise result at $0 = $16,000 − $7,000 = $9,000 gain.

Now subtract the initial debit:

Maximum gain = $9,000 − $1,800 = $7,200.


Maximum loss = $1,800

The maximum loss occurs when XYZ is at $80 or above at expiration. All puts are out of the money and expire worthless, so the investor loses only the initial $1,800 debit.


Breakeven = $71

This position has one breakeven.

The investor paid $1,800 to establish the spread, so the position must generate $1,800 of intrinsic value at expiration to break even.

At $71:

  • Each long 80 put is $9 in the money
  • Two contracts → $18 per share total intrinsic value ($9 × 2)
  • Total intrinsic value = $1,800 ($18 × 100)
  • The short 70 put is out of the money and expires worthless

So breakeven is $71.


Gain or loss if XYZ rises to $75 = $800 loss

At $75:

  • Each long 80 put is $5 in the money → $10 per share total intrinsic value ($5 × 2) = $1,000
  • Short 70 put is out of the money → $0

Net result = $1,000 intrinsic value − $1,800 initial debit = $800 loss.


Gain or loss if XYZ falls to $50 = $2,200 gain

Again, break it into the long puts and the short put.

Two long 80 puts

  • Cost: $12 per share per contract
  • Intrinsic value at $50: $30 per contract
  • Profit per share per contract: $18 ($30 − $12)
  • Two contracts: $36 per share total profit
  • Total profit: $3,600 ($36 × 100)

Short 70 put

  • Premium received: $6
  • Intrinsic value at $50: $20
  • Loss per share: $14 ($20 − $6)
  • Total loss: $1,400 ($14 × 100)

Net result = $3,600 − $1,400 = $2,200 gain.

Key points

Ratio strategies

  • Options-based strategy with a “heavy” side

Ratio put spreads

  • Long put(s) paired with short put(s)
  • One side is “heavy” (more contracts than the other)
  • Investor’s market sentiment is determined by “heavy” side
  • Significant risk potential if the short put(s) is/are naked

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