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Chapter 11: Ratio Call Spreads 215
These two philosophies are not mutually exclusive. The strategist who uses ratio
spreads without regard for whether they are debit or credit spreads will generally
have a broader array of spreads to choose from and will also be able to assume a more
neutral posture on the stock. The spreader who insists on generating credits only will
be forced to establish spreads on which his return will be slightly smaller if the under­
lying stock remains relatively unchanged. However, he will not have to worry about
downside defensive action, since he has no risk to the downside. The third philoso­
phy, the "delta spread," is described after the next section, in which the uses of ratios
other than 2: 1 are described.
ALTERING THE RATIO
Under either of the two philosophies discussed above, the strategist may find that a
3:1 ratio or a 3:2 ratio better suits his purposes than the 2:1 ratio. It is not common
to write in a ratio of greater than 4: 1 because of the large increase in upside risk at
such high ratios. The higher the ratio that is used, the higher will be the credits of
the spread. This means that the profits to the downside will be greater if the stock
collapses. The lower the ratio that is used, the higher the upside break-even point will
be, thereby reducing upside risk.
Example: If the same prices are used as in the initial example in this chapter, it will
be possible to demonstrate these facts using three different ratios (Table 11-3):
XYZ common, 44;
XYZ April 40 call, 5; and
XYZ April 45 call, 3.
TABLE 11-3.
Comparison of three ratios.
Price of spread
(downside risk)
Upside break-even
Downside break-even
Maximum profit
3:2 Ratio:
Buy 2 April 40's
Sell 3 April 45's
1 debit
54
401/2
9
2:1 Ratio: 3:1 Ratio:
By 1 April 40 Buy 1 April 40
Sell 2 April 45's Sell 3 April 45's
1 credit 4 credit
51 49½
None None
6 9