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

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+---
+description: "A neutral-to-bullish income strategy selling more near-ATM puts at K1 than ITM puts bought at K2 > K1, collecting premium with unlimited downside risk below the lower breakeven."
+tags: [options, income, neutral, ratio-spread]
+---
+
+# Ratio Put Spread
+
+**Section**: 2.39 | **Asset Class**: Options | **Type**: Income
+
+## Overview
+The ratio put spread consists of a short position in N_S close to ATM put options with strike K1, and a long position in N_L ITM put options with strike K2 (K2 > K1), where N_L < N_S. Typically N_L = 1, N_S = 2 or N_L = 2, N_S = 3. This is an income strategy if structured as a net credit trade. The trader's outlook is neutral to bullish.
+
+## Construction
+- Sell N_S put options at strike K1 (near ATM)
+- Buy N_L put options at strike K2 (ITM, 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 = K2 - H/N_L
+- Lower breakeven: S*_down = (N_S × K1 - N_L × K2 + H) / (N_S - N_L)
+- Max profit: P_max = N_L × (K2 - K1) - H  (in zone [K1, K2])
+- Max loss: L_max = N_S × K1 - N_L × K2 + H  (if stock goes to zero; unlimited downside)
+
+## Key Conditions / Signals
+- Neutral to mildly bullish; expects stock to remain above K1
+- Structured as a net credit when possible (income strategy)
+- High implied volatility makes the collected premium from extra short puts larger
+
+## Notes
+Unlike the put ratio backspread (where N_L > N_S), here N_L < N_S, so there is net short put exposure below K1 creating unlimited downside risk. The maximum profit is achieved if the stock stays in the [K1, K2] zone at expiry.