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Ratio Call Spreads 101: Structure & Payoff

A ratio call spread buys one call and sells more calls at a higher strike. Downside is limited, upside can be unlimited.

Feb 19, 202611 min read

The 2:1 Structure

A classic ratio call spread buys 1 call at a lower strike and sells 2 calls at a higher strike, all with the same expiration.

It is a hybrid of a bull spread and a naked call write. That is why downside risk is limited but upside risk is open-ended.

Max profit happens when the stock finishes at the short strike.

Example: XYZ 40/45 (Credit)

XYZ is at $44.

Buy April $40 call for $5 and sell two April $45 calls for $3 each.

Net Credit: $1.00 (receive $6, pay $5).

At expiration, max profit occurs at $45.

Long Call

Buy 1 April $40

Short Calls

Sell 2 April $45

Net Credit

$1.00

Max Profit Point

$45

Profit Range and Downside

Below the lower strike, both options expire worthless and your profit equals the initial credit.

Between the strikes, the long call gains intrinsic value while the shorts are still OTM.

Above the upside break-even, the extra short call dominates and losses accelerate.

Profit Below $40

+$100 (credit kept)

Max Profit

+$600 at $45

Upside Break-even

$51

Upside Risk

Unlimited

Expiration P/L Snapshot

Below is the profit profile for the example. Notice the profit peak at $45 and the upside break-even around $51.

Ratio Call Spread P/L at Expiration

  • profit
3540424548515560-900-4500450900

Quick Table

Profit is capped on the downside, but turns negative after the upside break-even.

Stock $35

+$100

Stock $45

+$600

Stock $51

$0

Stock $55

-$400

Key takeaways

  • A ratio call spread is long 1 call and short multiple higher-strike calls.
  • Max profit occurs at the short strike; upside risk is open-ended.
  • Downside risk is limited and can be zero if entered for a credit.
  • The payoff looks like a tent that tilts negative after the upside break-even.

Series

Ratio Call Spread Masterclass

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