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gateway/knowledge/trading/strategies/options/short-synthetic-forward.md

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+---
+description: "A bearish capital-gain strategy buying an ATM put and selling an ATM call at the same strike K = S0, replicating a short forward contract on the underlying."
+tags: [options, speculation, bearish, synthetic]
+---
+
+# Short Synthetic Forward
+
+**Section**: 2.11 | **Asset Class**: Options | **Type**: Speculation
+
+## Overview
+The short synthetic forward amounts to buying an ATM put option and selling an ATM call option with the same strike K = S0. This can be a net debit or net credit trade; typically |H| << S0. The trader's outlook is bearish: this strategy mimics a short stock or futures position and replicates a short forward contract with delivery price K and the same maturity as the options. This is a capital gain strategy.
+
+## Construction
+- Buy 1 ATM put option at strike K = S0
+- Sell 1 ATM call option at strike K = S0, same expiry
+
+Net debit or credit H (H = D for net debit trade, H = -C for net credit trade)
+
+## Payoff Profile
+f_T = (K - S_T)+ - (S_T - K)+ - H = K - S_T - H
+
+- Breakeven: S* = K - H
+- Max profit: P_max = K - H  (if stock goes to zero)
+- Max loss: L_max = unlimited  (stock can rise without bound)
+
+## Key Conditions / Signals
+- Strongly bearish outlook seeking full participation in downside
+- Useful when short-selling the stock directly is restricted or costly
+- Typically near-zero net premium (H is small relative to S0)
+
+## Notes
+The payoff is linear in S_T — identical to short stock (minus K - H). The upside is not limited; the position loses as the stock rises above K, just like a short stock position.