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Vertical Spread

An options strategy involving the simultaneous buy and sell of two options of the same type and expiration but at different strikes, limiting both risk and reward.

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Formula

Max Profit (debit) = Spread Width − Debit Paid | Max Loss (debit) = Debit Paid

A vertical spread uses two options of the same type (both calls or both puts) at the same expiry but different strikes. The spread is either a debit spread (you pay net premium, want the underlying to move) or a credit spread (you collect net premium, want it to stay).

  • Bull call spread: buy lower strike call, sell higher strike call — bullish, debit.
  • Bear put spread: buy higher strike put, sell lower strike put — bearish, debit.
  • Bull put spread: sell higher put, buy lower put — bullish, credit.
  • Bear call spread: sell lower call, buy higher call — bearish, credit.

Example

You buy an AAPL $200 call and sell an AAPL $210 call, both expiring in 30 days, for a net debit of $3.50 ($350). Max profit = $10 − $3.50 = $6.50. Max loss = $3.50 premium paid.

#options#strategy#spreads

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