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BearishLimited riskIntermediateSpread / Mixed

Bear Put Spread option strategy

Bear Put Spread is a bearish strategy that executed by buying a put and selling lower strike Put to fund it. It is a net debit strategy with limited risk to limited reward strategy.

Payoff at expiry

Nifty, lot size 65 · Nifty future 22,650 · 6 Oct 2026
−1k01k21,55022,10022,65023,20023,750Nifty
ProfitLossBreakeven

Legs

ActionOptionStrikeLotsQtyPremium
BUYATM Put22,650165₹135.68
SELLOTM Put22,600165₹111.98
Strikes around the Nifty future; premiums modelled at the current at-the-money IV (live prices were unavailable).

How it works

  1. Buy 1 ATM put at the 22,650 strike for ₹135.68, paying the premium.
  2. Sell 1 OTM put at the 22,600 strike for ₹111.98, collecting the premium.
  3. You pay a net ₹1,541 upfront for the position. This is the most you can lose.
AT EXPIRY

Below 22,626 you profit, up to ₹1,710.

Above 22,626 you lose, up to ₹1,541.

Set-up: Buy 1 lot ATM Put and Sell 1 lot deep OTM Put.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%+₹1,710
21,950−3%+₹1,710
22,400−1%+₹1,709
22,650Unchanged−₹1,541
22,900+1%−₹1,541
23,350+3%−₹1,541
24,000+6%−₹1,541

How the Greeks affect it

DeltaNegative
Gains when Nifty falls, loses when it rises.
GammaNear zero
Delta changes little as Nifty moves.
ThetaNear zero
Time decay has little net effect.
VegaNear zero
Changes in implied volatility have little net effect.
Signs are for the position as a whole at entry and change as the market and time move.

When to use

Bull Put spread is executed when we have bearish outlook on the underlying. Instead of buying naked put with higher outflow, one sells lower strike Put to partially fund the outflow resulting in hedged strategy.

  • Helps to participate in bearish stock with relatively low cost.
  • Reduced risk, cost, and breakeven point for a medium- to long-term bearish trade as compared to buying a Put alone.

Things to watch

  • Capped profit if the stock falls below lower strike.
  • Identifying clear area of support and selection of strike becomes very important.

Bear Put Spread: questions

What is a Bear Put Spread strategy?

Bear Put Spread is a bearish strategy that executed by buying a put and selling lower strike Put to fund it. It is a net debit strategy with limited risk to limited reward strategy.

When should you use a Bear Put Spread?

Bull Put spread is executed when we have bearish outlook on the underlying. Instead of buying naked put with higher outflow, one sells lower strike Put to partially fund the outflow resulting in hedged strategy.

How do you set up a Bear Put Spread?

Buy 1 lot ATM Put and Sell 1 lot deep OTM Put.

What is the maximum profit of a Bear Put Spread?

Maximum reward is limited to difference in strike less net outflow. Maximum Profit arises if the stock closes at or below the lower put strike. Identifying clear downtrend is essential for the strategy.

What is the maximum loss of a Bear Put Spread?

Maximum risk is limited to difference in cost of long and short Put. Breakeven for the strategy would be higher strike minus net outflow.

What is the breakeven of a Bear Put Spread?

With Nifty at 22,650, the example on this page breaks even at 22,626 at expiry.

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