Put Ratio Back-spread Options Strategy (Using MarketXLS)
Published by MarketXLS Limited
About this tutorial
Template: https://marketxls.com/template/put-ratio-back-spread/ Book A Demo: https://marketxls.com/book-demo Website: https://marketxls.com/ Author: Rishav Jain ------------------------------ The Put Ratio Back-Spread is a net premium credit strategy that involves selling put options at a higher strike price and buying a higher number of put options at a lower strike price of the same underlying stock. Maximum returns will be received when the stock falls below the OTM strike price. The ATM/ITM short put option will expire with a negative intrinsic value fetching the trader loss, while the OTM long option will expire in a big profit. The overall value will be as per the pay of matrix.