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Advanced Option Strategies

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What are Options?
Before we dive into advanced stuff, here’s a quick refresher.

An Option is a contract that gives you the right (but not the obligation) to buy or sell a stock/index at a certain price, on or before a certain date.

There are 2 types:

Call Option – Right to BUY

Put Option – Right to SELL

Buyers pay a premium. Sellers receive a premium and take on the obligation.

💼 Why Use Advanced Strategies?
If you only buy calls or puts, you might:

Lose 100% of your capital quickly

Get the direction right, but still lose due to time decay

Suffer from high premiums or volatility crush (IV crush)

Advanced strategies help you:

✅ Reduce risk
✅ Lock-in profits
✅ Earn from sideways markets
✅ Trade during high volatility events
✅ Create income strategies

🧠 1. Bull Call Spread – Directional but Risk-Defined
Used when: You’re moderately bullish, but don’t want to spend too much on a call.

How it works:
Buy 1 ATM Call

Sell 1 higher strike OTM Call

Example:

Nifty at 22000

Buy 22000 CE @ ₹100

Sell 22200 CE @ ₹40

Net Cost = ₹60

Max Profit: ₹200 (22200–22000) – ₹60 = ₹140
Max Loss: ₹60 (net premium paid)

👉 This strategy caps your risk and reward but is cost-efficient and smart in range-bound bull moves.

🧠 2. Bear Put Spread – Controlled Downside Betting
Used when: You’re mildly bearish and want to control losses.

How it works:
Buy 1 ATM Put

Sell 1 lower strike Put

Example:

BankNifty at 48500

Buy 48500 PE @ ₹120

Sell 48000 PE @ ₹60

Net Cost = ₹60

Max Profit: ₹500 – ₹60 = ₹440
Max Loss: ₹60

👉 Ideal for limited downside moves — cheaper than naked Put.

🧠 3. Iron Condor – The Sideways Market King
Used when: Market is flat or expected to stay in a range.

How it works:
Sell 1 OTM Call + Buy 1 higher OTM Call

Sell 1 OTM Put + Buy 1 lower OTM Put

You make money if market stays between the 2 sell strikes.

Example:

Nifty is at 22500

Sell 22800 CE, Buy 23000 CE

Sell 22200 PE, Buy 22000 PE

👉 You collect premiums from both sides.
Max Profit = Net Premium
Max Loss = Difference between strikes – Net Premium

👉 Works great in expiry week or low-volatility phases.

🧠 4. Straddle – Big Move Expected, Direction Unknown
Used when: A major move is expected (news, event, earnings), but unsure about direction.

How it works:
Buy ATM Call and ATM Put of the same strike & expiry.

Example:

Stock at ₹500

Buy 500 CE @ ₹20

Buy 500 PE @ ₹25

Total Cost = ₹45

If stock moves big — say ₹60 or more either way — you profit.

👉 High risk due to premium decay if market stays flat.
Need volatility to spike.

🧠 5. Strangle – Cheaper than Straddle, Wider Range
Used when: You expect a big move but want lower cost than a straddle.

How it works:
Buy OTM Call and OTM Put (strikes wider apart than ATM).

Example:

Nifty at 22500

Buy 22800 CE @ ₹12

Buy 22200 PE @ ₹10

Total Cost = ₹22

You profit if the move crosses either strike + premium.

👉 Needs bigger move than straddle but less premium at risk.

🧠 6. Calendar Spread – Play with Time
Used when: You expect price to stay near a level short term, but may move later.

How it works:
Sell near-term option

Buy far-term option (same strike)

Example:

Sell 22500 CE (weekly) @ ₹50

Buy 22500 CE (monthly) @ ₹70

Net Cost = ₹20

👉 You make money if price stays near 22500 by expiry of short leg.
Profits from time decay of the short leg.

🧠 7. Ratio Spreads – Advanced Directional with a Twist
Used when: You expect a move in one direction, but want to reduce cost.

Bull Call Ratio Spread
Buy 1 lower Call

Sell 2 higher Calls

Example:

Buy 22000 CE @ ₹100

Sell 2× 22200 CE @ ₹60 each

Net Credit = ₹20

If market moves moderately up — you profit.
But if it rises too fast — risk increases.

👉 Suitable for experienced traders only — manage risk carefully.

🧠 8. Covered Call – Income Strategy for Investors
Used when: You hold stocks and want to earn extra income.

How it works:
Hold 100 shares of a stock

Sell 1 OTM Call

Example:

You own 100 shares of Reliance @ ₹2500

Sell 2600 CE @ ₹20

If Reliance stays below ₹2600, you keep the premium.
If it rises above ₹2600, your shares get sold, but you still profit.

👉 Perfect for long-term investors.

🧠 9. Protective Put – Insurance for Your Stock
Used when: You own shares but want downside protection.

How it works:
Hold stock

Buy 1 ATM/OTM Put

Example:

Own Infosys @ ₹1500

Buy 1480 PE @ ₹20

If stock falls below ₹1480, your loss is capped.

👉 It’s like buying insurance for your portfolio.

🧠 10. Butterfly Spread – Range-Bound Precision Strategy
Used when: You expect minimal movement and want low-risk, high-RR trade.

How it works (Call Butterfly):
Buy 1 lower strike Call

Sell 2 middle strike Calls

Buy 1 higher strike Call

Example:

Buy 22000 CE

Sell 2× 22200 CE

Buy 22400 CE

You earn if market expires at the middle strike.
Max loss = Net debit
Max profit = At middle strike

👉 Best for expiry day premium decay strategies.

Common Mistakes to Avoid
Not understanding strategy risk

Using high-margin strategies without protection

Overtrading in expiry week

Not adjusting trades as market moves

Ignoring volatility impact (IV crush)

🛠 Tools to Use
Option Chain (for strike selection)

IV (Implied Volatility) data

Open Interest (OI)

Strategy Builder platforms (e.g. Sensibull, Opstra, or TradingView)

🎯 Final Thoughts
Advanced options trading isn’t gambling — it’s about smart risk management.

These strategies:

Give you control

Limit losses

Provide flexibility across different market types

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.