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Exploring the Bear Call Ladder - A Limited Risk Options Trading Strategy

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Published Date: 26 Oct 2023Updated Date: 06 Jan 20256 mins readBy MOFSL
Exploring the Bear Call Ladder

Introduction

  • Options trading is mainly perceived as a high-return investment. However, with the opportunity to earn high profits comes the risk of significant losses.
  • That's why you will find many strategies in options trading that help you cap your loss to a certain amount right from the beginning.
  • One such strategy is known as the bear call ladder strategy.
  • It's employed to trade for higher profit, which theoretically can be unlimited while ensuring that the maximum risk will be limited. So, let's learn everything about this strategy.

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What is the Bear Call Ladder Strategy?

  • A ladder is an options contract that can be a call or a put. The 'bear' in the bear call ladder strategy can be misleading, as the market must be bullish and not bearish to profit from the bear call ladder strategy.
  • This strategy is also known as the short call ladder strategy because you buy the new call options by selling out an 'in the money' call option.
  • It also requires a deep knowledge of options trading and timed decisions; otherwise, it may result in losses.
  • So, let's understand how to execute a bear call ladder strategy.

How can I Execute a Bear Call Ladder Strategy?

A bear call ladder is a three-legged strategy involving three call options, which are ITM, ATM, and OTM based on the strike prices. Some essential considerations before executing this strategy are as follows:

  • The expiration dates and under-lyings of ITM, ATM, and OTM should be the same.
  • The liquidity of the chosen asset should be high.
  • The ITM, ATM, and OTM ratios should be equal, such as 1:1:1, 2:2:2, 3:3:3, and so on.

What are the Steps Involved in the Execution of the Bear Call Ladder Strategy?

To successfully execute this strategy, you should follow the four steps given below:

  1. Identify if the market is bullish or not, and continue only if the market is bullish.
  2. Sell an ITM call option in your preferred quantity, say one.
  3. After selling the ITM, buy one ATM, which should be at least 200 points higher than the ITM, to minimize the losses.
  4. Finally, buy one OTM a few points higher than the ATM, and the bear call ladder strategy is executed.

Summing Up

  • The bear call ladder is an effective yet complex strategy.
  • The profit can be determined by subtracting the prices of ATM and OTM from the premium of ITM.
  • For example, if ITM, ATM, and OTM are Rs. 270, Rs. 110, and Rs. 70, respectively, the profit will be Rs. 60.
  • Now that you know about the bear call ladder strategy, open a DEMAT account with Motilal Oswal and start trading today!

 

Related Articles:  Unlocking the Potential of the 100-Day Moving Average | Modern Portfolio Theory: Meaning and Example

 

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