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Research & education only — not financial advice.TENK is not a registered investment adviser; calls are impersonal, generated from SEC filings and a delayed/third-party price feed, and may be wrong or out of date. The operator and an affiliated trading operation may hold or trade the securities TENK rates — see Disclosures. Do your own research.

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TTENK/calls
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Home›Options calculator›Put ratio backspread

Put ratio backspread calculator

bearish

Sell one higher-strike put and buy two lower-strike puts, same expiry — the bearish twin of the call backspread. A sharp decline pays off through the extra long put; the worst case is a moderate drop that stalls near the long strike. Often opened for a small credit.

Underlying (optional)
Market inputs

Premiums start as Black-Scholes model values — overwrite them with your broker’s real quotes for exact numbers.

Legs
1 contract = 100 shares
Net credit
$191
Max profit
$3,977
Max loss
−$606
Breakevens
85.91 / 98.09
Profit / loss at expiry
at expiry today (model)
46spot 100.00160
Delta
17.4
shares-equivalent
Gamma
0.70
Δ per $1
Theta / day
−$1.10
time decay
Vega / 1%
$1.73
per vol point
P&L by price and date (Black-Scholes, IV 30%)
pricetoday+4d+8d+11d+15d+19d+23d+26dexpiry
130.0191191191191191191191191191
125.0190190191191191191191191191
120.0186188189190191191191191191
115.0175179183186189190191191191
110.0146153161168177184189191191
105.08693102111126145167183191
100.00-3-5-40123669191
95.0-63-85-108-127-155-188-228-266-309
90.0-16-46-80-109-153-205-269-329-409
85.0210188166149127107938891
80.0596589584582580581584587591
75.01.1k1.1k1.1k1.1k1.1k1.1k1.1k1.1k1.1k
70.01.6k1.6k1.6k1.6k1.6k1.6k1.6k1.6k1.6k

Dollar P&L for the whole position. Pre-expiry cells are model values (constant IV); real marks will differ with volatility and skew.

Other strategies

  • Long call
  • Long put
  • Covered call
  • Cash-secured put
  • Bull call spread
  • Bear put spread
  • Iron condor
  • Long straddle
  • Long strangle
  • Collar
  • Bull put spread
  • Bear call spread
  • Butterfly spread (calls)
  • Iron butterfly
  • Protective put
  • Short straddle
  • Short strangle
  • Call condor
  • Butterfly spread (puts)
  • Call ratio backspread
  • Jade lizard

Common questions

What is the max profit on a put backspread?
Large but bounded, because the stock can only fall to zero. Below the long strikes the two long puts outrun the single short put; maximum profit is reached if the stock goes to zero.
What is the max loss on a put backspread?
Defined and limited: the biggest loss occurs if the stock finishes right at the long strike at expiry, where the short put is in the money and the long puts expire worthless. It equals the strike width minus any net credit, times 100.
When do traders use put backspreads?
When they expect a large downside move and want leveraged participation, accepting a small defined loss if the stock only drifts lower. It is a long-volatility, bearish structure.

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Educational model, not trade advice. Options involve substantial risk and are not suitable for every investor — read the OCC’s Characteristics and Risks of Standardized Options. Model values use Black-Scholes with your inputs (constant volatility, European exercise, no dividends) and will differ from live market prices.

Research and education only — not financial advice. TENKis not a registered investment adviser or broker-dealer and gives no personalized advice. Every call is impersonal — identical for all users, generated on a schedule from SEC filings plus a delayed/third-party price feed — may be wrong or out of date, and is not a recommendation to buy or sell any security. The operator and an affiliated trading operation may hold or trade the securities TENK rates; see Disclosures. Past performance does not guarantee future results. Do your own research.