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gateway/knowledge/trading/strategies/options/long-call-synthetic-straddle.md

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+---
+description: "A volatility strategy shorting stock and buying two ATM calls at strike K, replicating a long straddle by replacing the long put with a synthetic put."
+tags: [options, volatility, neutral, synthetic, straddle]
+---
+
+# Long Call Synthetic Straddle
+
+**Section**: 2.28 | **Asset Class**: Options | **Type**: Volatility
+
+## Overview
+The long call synthetic straddle (the same as a long straddle with the put replaced by a synthetic put) amounts to shorting stock and buying two ATM (or nearest ITM) call options with strike K. The trader's outlook is neutral. This is a capital gain strategy. We assume S0 >= K and D > S0 - K.
+
+## Construction
+- Short 1 share of stock at S0
+- Buy 2 ATM call options at strike K, same expiry
+
+Net debit: D  (assumed D > S0 - K)
+
+## Payoff Profile
+f_T = S0 - S_T + 2 × (S_T - K)+ - D
+
+- Upper breakeven: S*_up = 2K - S0 + D
+- Lower breakeven: S*_down = S0 - D
+- Max profit: P_max = unlimited  (large move in either direction)
+- Max loss: L_max = D - (S0 - K)  (at S_T = K; intrinsic offset reduces loss)
+
+## Key Conditions / Signals
+- Neutral view; expects a large move in either direction
+- S0 >= K (stock at or above the call strike)
+- D > S0 - K prevents arbitrage
+- Useful when puts are expensive relative to calls (use calls to synthesize the straddle)
+
+## Notes
+The short stock position combined with two long calls replicates a straddle by put-call parity. The maximum loss is reduced by the amount S0 - K (intrinsic value of the synthetic put component).