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Textbook
Introduction
1. Strategies
1.1 Fundamentals
1.2 Contracts & the market
1.3 Basic strategies
1.3.1 Long calls
1.3.2 Short calls
1.3.3 Long puts
1.3.4 Short puts
1.3.5 Hedging strategies
1.3.6 Income strategies
1.3.7 Synthetic options
1.3.8 Ratio writing
1.3.9 Rolling contracts
1.4 Advanced strategies
1.5 Non-equity options
1.6 Suitability
2. Customer accounts
3. Rules & regulations
Wrapping up
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1.3.8 Ratio writing
Achievable Series 9
1. Strategies
1.3. Basic strategies

Ratio writing

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A ratio strategy is an options strategy with “unbalanced” sides - meaning you write more contracts than you can fully cover. This chapter covers two ratio writing strategies:

  • Ratio call writes
  • Ratio put writes

Ratio call writes

A ratio call write combines a partially covered call with one or more uncovered (naked) calls. For example, an investor establishes:

Long 100 XYZ shares at $53
Short 2 XYZ 55 calls at $4

When you work ratio strategy questions, start by identifying the “heavy” side - the side with extra contracts. Here, the investor is short two calls but owns only 100 shares.

  • One short call is covered by the 100 shares.
  • The other short call is uncovered (naked).

The main point to remember is the risk: a short naked call creates unlimited loss potential. If XYZ rises above the strike price, the uncovered call loses more and more as the stock price keeps rising.

The market outlook is similar to a standard covered call (generally neutral to mildly bullish), but both the risk and the payoff profile are amplified. The best outcome occurs if XYZ rises to the strike price ($55) and stops there.

Now apply that to the position below.

Long 100 XYZ shares at $53
Short 2 XYZ 55 calls at $4

Maximum gain?
Maximum loss?
Breakevens?
Gain or loss if XYZ rises to $70?
Gain or loss if XYZ falls to $48?

Can you figure it out?

(spoiler)

Maximum gain = $1,000

A ratio call write reaches its best result when the stock finishes at the call strike price.

  • If XYZ rises from $53 to $55, the stock gains $2 per share.
  • Both 55 calls are at the money at expiration.
  • The investor keeps both premiums: $4 + $4 = $8 per share.

Total gain per share = $2 (stock) + $8 (premiums) = $10 per share

Total gain = $10 × 100 = $1,000


Maximum loss = Unlimited

One call is covered, but the second call is naked.

  • If XYZ rises above $55, both calls are in the money and will be exercised (assigned).
  • The investor can deliver the 100 shares they already own for one assignment.
  • For the second assignment, the investor must buy 100 shares in the market at the current (higher) price.

As XYZ rises, the cost to buy those shares rises without limit, so the loss potential is unlimited.


Breakevens = $45 and $65

This position has two breakeven points.

Downside breakeven ($45)

  • Total premium collected is $8 per share.
  • The stock can fall $8 before the premiums are fully offset.
  • $53 − $8 = $45.

At $45, both calls are out of the money and expire worthless.

Upside breakeven ($65)

  • The maximum gain occurs at $55 and equals $10 per share.
  • Above $55, the naked call creates losses of $1 per share for every $1 rise in the stock.
  • The investor gives back the $10-per-share maximum gain once the stock rises $10 above $55.

$55 + $10 = $65.


Gain or loss if XYZ rises to $70 = $500 loss

  • The position breaks even at $65.
  • From $65 to $70 is another $5 increase.
  • That creates an additional $5 per share loss from the naked call.

$5 × 100 = $500 loss


Gain or loss if XYZ falls to $48? = $300 gain

At $48:

  • Both calls are out of the money and expire worthless.
  • The investor keeps the full premium: $8 per share.
  • The stock loses $53 − $48 = $5 per share.

Net = $8 − $5 = $3 per share gain

$3 × 100 = $300 gain

Ratio put writes

A ratio put write combines a partially covered put with one or more uncovered (naked) puts. For example, an investor establishes:

Short 100 BCD shares at $34
Short 2 BCD 30 puts at $2

Again, start with the heavy side. The investor is short two puts, but the short stock position covers only one of them.

  • One short put is covered by the short stock.
  • The other short put is uncovered (naked).

There are two major risks in this position:

  • The naked put creates large downside risk if BCD falls (losses increase as the stock drops).
  • The short stock creates unlimited risk if BCD rises (losses increase as the stock rises).

The market outlook is similar to a standard covered put (generally neutral to mildly bearish), but the risk and return potential are amplified. The best outcome occurs if BCD falls to the strike price ($30) and stops there.

Now apply that to the position below.

Short 100 BCD shares at $34
Short 2 BCD 30 puts at $2

Maximum gain?
Maximum loss?
Breakevens?
Gain or loss if BCD rises to $45?
Gain or loss if BCD falls to $20?

Can you figure it out?

(spoiler)

Maximum gain = $800

A ratio put write reaches its best result when the stock finishes at the put strike price.

  • If BCD falls from $34 to $30, the short stock gains $4 per share.
  • Both 30 puts are at the money at expiration.
  • The investor keeps both premiums: $2 + $2 = $4 per share.

Total gain per share = $4 (stock) + $4 (premiums) = $8 per share

Total gain = $8 × 100 = $800


Maximum loss = Unlimited

The naked put can create substantial losses if BCD falls, but the short stock is what makes the overall maximum loss unlimited.

  • If BCD rises, the short stock position loses more and more as the price increases.
  • If BCD is above $30 at expiration, both puts expire worthless and the investor keeps the premiums.
  • However, those puts do not cap the loss on the short stock.

Because a short stock position has unlimited upside risk, the maximum loss is unlimited.


Breakevens = $38 and $22

This position has two breakeven points.

Upside breakeven ($38)

  • Total premium collected is $4 per share.
  • The short stock can lose $4 before the premiums are fully offset.
  • $34 + $4 = $38.

At $38, both puts are out of the money and expire worthless.

Downside breakeven ($22)

  • The maximum gain occurs at $30 and equals $8 per share.
  • Below $30, the naked put creates losses of $1 per share for every $1 drop in the stock.
  • The investor gives back the $8-per-share maximum gain once the stock falls $8 below $30.

$30 − $8 = $22.


Gain or loss if XYZ rises to $45 = $700 loss

At $45:

  • Both puts are out of the money and expire worthless.
  • The investor keeps the premium: $4 per share.
  • The short stock loses $45 − $34 = $11 per share.

Net = $11 − $4 = $7 per share loss

$7 × 100 = $700 loss


Gain or loss if XYZ falls to $20? = $200 loss

  • The position breaks even at $22.
  • From $22 to $20 is another $2 drop.
  • That creates an additional $2 per share loss from the naked put.

$2 × 100 = $200 loss

Key points

Ratio strategies

  • Options-based strategy with a “heavy” side

Ratio call writes

  • Combining both covered and uncovered calls together
  • Investor’s market sentiment is neutral
  • The uncovered call results in unlimited risk potential

Ratio put writes

  • Combining both covered and uncovered puts together
  • Investor’s market sentiment is neutral
  • The uncovered call results in significant risk potential

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