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BearishLimited riskAdvancedSpread / Mixed

Bull Put Ladder option strategy

Bull Put Ladder is a bearish strategy. It ensures uncapped reward if the stock tanks.

Payoff at expiry

Nifty, lot size 65 · Nifty future 22,650 · 6 Oct 2026
020k40k60k21,55022,10022,65023,20023,750Nifty
ProfitLossBreakeven

Legs

ActionOptionStrikeLotsQtyPremium
SELLITM Put22,700165₹162.29
BUYATM Put22,650165₹135.67
BUYOTM Put22,600165₹111.97
Strikes around the Nifty future; premiums modelled at the current at-the-money IV (live prices were unavailable).

How it works

  1. Sell 1 ITM put at the 22,700 strike for ₹162.29, collecting the premium.
  2. Buy 1 ATM put at the 22,650 strike for ₹135.67, paying the premium.
  3. Buy 1 OTM put at the 22,600 strike for ₹111.97, paying the premium.
  4. You pay a net ₹5,548 upfront for the position. Your maximum loss is ₹8,798.
AT EXPIRY

Below 22,465 you profit, and profit grows as Nifty falls.

Above 22,465 you lose, up to ₹8,798.

Set-up: Sell 1 lot ITM Put, Buy 1 lot OTM Put and Buy 1 lot deeper OTM Put 1 lot.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%+₹75,702
21,950−3%+₹33,452
22,400−1%+₹4,202
22,650Unchanged−₹8,798
22,900+1%−₹5,548
23,350+3%−₹5,548
24,000+6%−₹5,548

How the Greeks affect it

DeltaNegative
Gains when Nifty falls, loses when it rises.
GammaPositive
Delta moves in your favour as Nifty moves, so large moves help.
ThetaNegative
Time decay works against you: the position loses value each day if Nifty holds still.
VegaPositive
A rise in implied volatility helps; a fall hurts.
Signs are for the position as a whole at entry and change as the market and time move.

When to use

Strategy could be executed for a capital gain. The lower strike bought puts will have the effect of uncapping your profit potential; the higher strike sold puts will reduce the cost basis.

  • Bull Put Ladder will be safest to choose as a medium to long term to expiration to allow the underlying asset to move and make the position profitable without time decay destroying the long options.
  • Typically a Bull Put Ladder arises when a Bull Put Spread has gone wrong and the trader adjusts the position to become bearish.

Things to watch

  • Time decay is generally harmful when the position is losing money, particularly around the middle strike.

Bull Put Ladder: questions

What is a Bull Put Ladder strategy?

Bull Put Ladder is a bearish strategy. It ensures uncapped reward if the stock tanks.

When should you use a Bull Put Ladder?

Strategy could be executed for a capital gain. The lower strike bought puts will have the effect of uncapping your profit potential; the higher strike sold puts will reduce the cost basis.

How do you set up a Bull Put Ladder?

Sell 1 lot ITM Put, Buy 1 lot OTM Put and Buy 1 lot deeper OTM Put 1 lot.

What is the maximum profit of a Bull Put Ladder?

It is a Net debit strategy. Maximum Profit is unlimited beyond lowest put strike. Your maximum reward on the trade is uncapped because you are buying more puts than you are selling.

What is the maximum loss of a Bull Put Ladder?

Maximum Loss on the trade is limited to the difference between the higher and middle strike prices plus your interim risk.

What is the breakeven of a Bull Put Ladder?

With Nifty at 22,650, the example on this page breaks even at 22,465 at expiry.

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