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BearishUnlimited riskIntermediateSpread / Mixed

Bearish Seagull option strategy

Bearish Seagull is a bear put spread paid for by selling an OTM Call. It gives downside profit to the short put at little or no cost, in exchange for upside risk above the call strike.

Payoff at expiry

Nifty, lot size 65 · Nifty future 22,650 · 6 Oct 2026
−60k−40k−20k021,55022,10022,65023,20023,750Nifty
ProfitLossBreakeven

Legs

ActionOptionStrikeLotsQtyPremium
BUYATM Put22,650165₹135.67
SELLOTM Put22,550165₹91.19
SELLOTM Call22,750165₹91.61
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 ₹135.67, paying the premium.
  2. Sell 1 OTM put at the 22,550 strike for ₹91.19, collecting the premium.
  3. Sell 1 OTM call at the 22,750 strike for ₹91.61, collecting the premium.
  4. You receive a net ₹3,063 upfront for the position. Your maximum profit is ₹9,563.
AT EXPIRY

Below 22,797 you profit, up to ₹9,563.

Above 22,797 you lose, and the loss keeps growing as Nifty rises.

Set-up: Buy 1 lot ATM Put, Sell 1 lot OTM Put and Sell 1 lot OTM Call with same expiration date.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%+₹9,563
21,950−3%+₹9,563
22,400−1%+₹9,563
22,650Unchanged+₹3,063
22,900+1%−₹6,687
23,350+3%−₹35,937
24,000+6%−₹78,187

How the Greeks affect it

DeltaNegative
Gains when Nifty falls, loses when it rises.
GammaNegative
Delta moves against you as Nifty moves, so large moves hurt, especially near expiry.
ThetaPositive
Time decay works for you: the position gains value each day if Nifty holds still.
VegaNegative
A fall in implied volatility helps; a rise hurts.
Signs are for the position as a whole at entry and change as the market and time move.

When to use

When you are bearish, expect a fall to a target, and are comfortable owning the upside above the call strike.

  • Low or zero cost to enter.
  • Wide zone between the puts and the call with little loss.
  • Useful as a cheap hedge for a defined fall.

Things to watch

  • Uncapped upside risk above the call strike.
  • Downside profit is capped at the short put.
  • Requires margin for the short call.

Bearish Seagull: questions

What is a Bearish Seagull strategy?

Bearish Seagull is a bear put spread paid for by selling an OTM Call. It gives downside profit to the short put at little or no cost, in exchange for upside risk above the call strike.

When should you use a Bearish Seagull?

When you are bearish, expect a fall to a target, and are comfortable owning the upside above the call strike.

How do you set up a Bearish Seagull?

Buy 1 lot ATM Put, Sell 1 lot OTM Put and Sell 1 lot OTM Call with same expiration date.

What is the maximum profit of a Bearish Seagull?

Limited to the put spread width plus or minus the net premium, if the underlying closes at or below the short put.

What is the maximum loss of a Bearish Seagull?

Unlimited above the call strike, as the short call loses with every rise in the underlying.

What is the breakeven of a Bearish Seagull?

With Nifty at 22,650, the example on this page breaks even at 22,797 at expiry.

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