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gateway/knowledge/trading/strategies/options/call-ratio-backspread.md

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+---
+description: "A strongly bullish volatility strategy selling fewer near-ATM calls at K1 and buying more OTM calls at K2, with unlimited profit on a strong rally and limited loss in between."
+tags: [options, volatility, bullish, backspread]
+---
+
+# Call Ratio Backspread
+
+**Section**: 2.36 | **Asset Class**: Options | **Type**: Volatility
+
+## Overview
+The call ratio backspread consists of a short position in N_S close to ATM call options with strike K1, and a long position in N_L OTM call options with strike K2 (K2 > K1), where N_L > N_S. Typically N_L = 2, N_S = 1 or N_L = 3, N_S = 2. The trader's outlook is strongly bullish. This is a capital gain strategy.
+
+## Construction
+- Sell N_S call options at strike K1 (near ATM)
+- Buy N_L call options at strike K2 (OTM, K2 > K1, N_L > N_S), same expiry
+
+Net debit or credit H
+
+## Payoff Profile
+f_T = N_L × (S_T - K2)+ - N_S × (S_T - K1)+ - H
+
+- Lower breakeven (if H < 0, net credit): S*_down = K1 - H/N_S
+- Upper breakeven: S*_up = (N_L × K2 - N_S × K1 + H) / (N_L - N_S)
+- Max profit: P_max = unlimited  (above the upper breakeven)
+- Max loss: L_max = N_S × (K2 - K1) + H  (in the zone near K2 where long calls are OTM but short calls are ITM)
+
+## Key Conditions / Signals
+- Strongly bullish; expects a significant rally above K2
+- Ideally entered as a credit (H < 0) so that profit is also made if stock stays below K1
+- Loss zone is bounded between the two breakevens
+
+## Notes
+The difference between call ratio backspread and ratio call spread: here N_L > N_S (more longs than shorts). The maximum loss occurs near K2 at expiry. If H < 0, the position profits if the stock stays well below K1 or surges well above the upper breakeven.