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

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+---
+description: "A strongly bearish volatility strategy selling fewer near-ATM puts at K1 and buying more OTM puts at K2 < K1, with unlimited profit on a sharp decline and limited loss in between."
+tags: [options, volatility, bearish, backspread]
+---
+
+# Put Ratio Backspread
+
+**Section**: 2.37 | **Asset Class**: Options | **Type**: Volatility
+
+## Overview
+The put ratio backspread consists of a short position in N_S close to ATM put options with strike K1, and a long position in N_L OTM put 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 bearish. This is a capital gain strategy.
+
+## Construction
+- Sell N_S put options at strike K1 (near ATM)
+- Buy N_L put options at strike K2 (OTM lower, K2 < K1, N_L > N_S), same expiry
+
+Net debit or credit H
+
+## Payoff Profile
+f_T = N_L × (K2 - S_T)+ - N_S × (K1 - S_T)+ - H
+
+- Upper breakeven (if H < 0): S*_up = K1 + H/N_S
+- Lower breakeven: S*_down = (N_L × K2 - N_S × K1 - H) / (N_L - N_S)
+- Max profit: P_max = N_L × K2 - N_S × K1 - H  (if stock goes to zero)
+- Max loss: L_max = N_S × (K1 - K2) + H  (in the zone near K2 where long puts are OTM but short puts are ITM)
+
+## Key Conditions / Signals
+- Strongly bearish; expects a significant decline below K2
+- Ideally entered as a credit (H < 0) so that profit is also made if stock stays above K1
+- Loss zone is bounded between the two breakevens
+
+## Notes
+The difference between put ratio backspread and ratio put 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 above K1 or collapses well below the lower breakeven.