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

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+---
+description: "A sideways strategy buying stock and selling two ATM calls at strike K, replicating a short straddle by replacing the short put with a synthetic short put."
+tags: [options, income, neutral, synthetic, straddle]
+---
+
+# Short Call Synthetic Straddle
+
+**Section**: 2.30 | **Asset Class**: Options | **Type**: Income
+
+## Overview
+The short call synthetic straddle (the same as a short straddle with the put replaced by a synthetic put) amounts to buying stock and selling two ATM (or nearest OTM) call options with strike K. The trader's outlook is neutral. This is a capital gain strategy. We assume S0 <= K.
+
+## Construction
+- Buy 1 share of stock at S0
+- Sell 2 ATM call options at strike K, same expiry
+
+Net credit: C
+
+## Payoff Profile
+f_T = S_T - S0 - 2 × (S_T - K)+ + C
+
+- Upper breakeven: S*_up = 2K - S0 + C
+- Lower breakeven: S*_down = S0 - C
+- Max profit: P_max = K - S0 + C  (at S_T = K)
+- Max loss: L_max = unlimited  (stock can rise without bound; short 2 calls)
+
+## Key Conditions / Signals
+- Neutral view; expects stock to stay near K through expiry
+- S0 <= K (stock at or below the call strike)
+- High implied volatility makes the collected credit from the two short calls larger
+
+## Notes
+Unlimited loss on the upside due to the two short calls. The long stock provides partial offset against rising prices but is insufficient beyond the breakeven. Active management or stop-losses are essential.