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gateway/knowledge/trading/strategies/options/short-guts.md

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+---
+description: "A sideways income strategy selling an ITM call at K1 and an ITM put at K2 > K1, collecting a higher premium than a short straddle but with higher risk and a narrower profit zone."
+tags: [options, income, neutral, guts]
+---
+
+# Short Guts
+
+**Section**: 2.27 | **Asset Class**: Options | **Type**: Income
+
+## Overview
+The short guts is a sideways strategy consisting of a short position in an ITM call option with strike K1 and a short position in an ITM put option with strike K2 (K2 > K1). This is a net credit trade. Since both options are ITM, the initial credit is higher than in a short straddle position; the flipside is that the risk is also higher. The trader's outlook is neutral. This is an income strategy. We assume C > K2 - K1.
+
+## Construction
+- Sell 1 ITM call option at strike K1
+- Sell 1 ITM put option at strike K2 (K2 > K1), same expiry
+
+Net credit: C  (assumed C > K2 - K1)
+
+## Payoff Profile
+f_T = -(S_T - K1)+ - (K2 - S_T)+ + C
+
+- Upper breakeven: S*_up = K1 + C
+- Lower breakeven: S*_down = K2 - C
+- Max profit: P_max = C - (K2 - K1)  (if K1 <= S_T <= K2; intrinsic value reduces profit)
+- Max loss: L_max = unlimited  (stock can move far in either direction)
+
+## Key Conditions / Signals
+- Neutral view; expects stock to stay in the range [K1, K2] through expiry
+- The higher credit offsets the reduced maximum profit zone relative to a short straddle
+- High implied volatility environment is ideal for collecting large premium
+
+## Notes
+The assumption C > K2 - K1 prevents risk-free arbitrage. Maximum profit is reduced by the intrinsic spread K2 - K1. The position is short vega and long theta with unlimited directional risk.