ReflationCurrent RegimeDay 7as of 2026-04-17
Pricing: Apr 24 (eod)

Option Setups

12 structures with P&L diagrams, ideal entry conditions, and regime affinity. Select 2-3 to compare side by side.

Directional

4 structures
Vertical Debit SpreadDirectional

Bet on a move up with capped risk and capped reward. You pay upfront (debit) for a defined-risk directional trade.

BUY50d (ATM) Call45 DTE
SELL30d (OTM) Call45 DTE

Max Gain

Spread width - debit paid

Max Loss

Debit paid

Breakeven

Long strike + debit paid

Target DTE

30-60 DTE

Vertical Credit SpreadDirectionalCredit

Collect premium by selling a put spread below the current price. You profit if the stock stays above your short strike.

SELL30d (OTM) Put45 DTE
BUY15d (OTM) Put45 DTE

Max Gain

Credit received

Max Loss

Spread width - credit

Breakeven

Short strike - credit

Target DTE

30-60 DTE

Risk ReversalDirectional

Synthetic long exposure using options — buy a call and sell a put at the same delta. Often near-zero cost thanks to skew.

BUY25d (OTM) Call45 DTE
SELL25d (OTM) Put45 DTE

Max Gain

Unlimited above call strike

Max Loss

Strike of put - net premium (large)

Breakeven

Call strike + net debit (or put strike - net credit)

Target DTE

30-60 DTE

Cash-Secured PutDirectionalCredit

Sell an OTM put and collect premium. You're agreeing to buy the stock at the strike price if it drops — like getting paid to set a limit order.

SELL25d (OTM) Put45 DTE

Max Gain

Credit received

Max Loss

Strike price - credit (substantial)

Breakeven

Strike - credit received

Target DTE

30-60 DTE

Volatility

4 structures
Calendar SpreadVolatility

Sell a near-term option and buy the same strike further out. You profit from the front month decaying faster than the back month.

SELL50d (ATM) Call30 DTE
BUY50d (ATM) Call60 DTE

Payoff shown at front-month expiry. Back-month leg retains time value, creating a tent-shaped P&L centered on the strike.

Max Gain

Realized when stock near strike at front expiry

Max Loss

Net debit paid

Breakeven

Depends on back-month time value at front expiry

Target DTE

30/60 DTE (two expirations)

Long StraddleVolatility

Buy both a call and a put at the same strike. You profit from a big move in either direction — you just need the stock to move.

BUY50d (ATM) Call45 DTE
BUY50d (ATM) Put45 DTE

Max Gain

Unlimited (either direction)

Max Loss

Total premium paid (both legs)

Breakeven

Strike +/- total premium paid

Target DTE

30-60 DTE

Iron CondorVolatilityCredit

Sell both a put spread and a call spread around the current price. You collect premium and profit if the stock stays in a range.

SELL25d (OTM) Put45 DTE
BUY10d (OTM) Put45 DTE
SELL25d (OTM) Call45 DTE
BUY10d (OTM) Call45 DTE

Max Gain

Total credit received

Max Loss

Wider spread width - credit

Breakeven

Short put - credit / Short call + credit

Target DTE

30-60 DTE

Ratio SpreadVolatility

Buy one ATM call and sell two OTM calls. Near-zero cost with leveraged upside up to a point — but unlimited risk above the upper breakeven.

BUY50d (ATM) Call45 DTE
SELL2x25d (OTM) Call45 DTE

Max Gain

Spread width (at short strike)

Max Loss

Unlimited above upper breakeven

Breakeven

Two breakevens: lower near ATM, upper above short strikes

Target DTE

30-60 DTE

Hedging

2 structures
CollarHedging

Protect an existing stock position — buy a put for downside protection, sell a call to finance it. Caps both gains and losses.

BUY25d (OTM) Put60 DTE
SELL25d (OTM) Call60 DTE

Payoff assumes you own the underlying at $600. The collar limits your range to $575-$625.

Max Gain

Stock gains capped at call strike

Max Loss

Stock losses floored at put strike (minus net cost)

Breakeven

Stock price +/- net cost of collar

Target DTE

45-90 DTE

Tail Hedge PutHedging

Buy a deep OTM put as crash insurance. Small premium, huge payoff in a market meltdown. The Spitznagel approach.

BUY10d (deep OTM) Put45 DTE

Max Gain

Strike price - premium (if stock goes to zero)

Max Loss

Premium paid (small)

Breakeven

Strike - premium

Target DTE

30-60 DTE

Extended

2 structures
Diagonal SpreadExtended

Sell a near-term OTM call and buy a longer-term ATM call. Combines time decay income with directional upside — a calendar spread with a directional tilt.

SELL40d (OTM) Call30 DTE
BUY50d (ATM) Call60 DTE

Payoff shown at front-month expiry. Back-month leg retains time value.

Max Gain

Realized near short strike at front expiry

Max Loss

Net debit paid

Breakeven

Depends on back-month time value at front expiry

Target DTE

30/60 DTE (two expirations)

BackspreadExtended

Sell one ATM call and buy two OTM calls. Opposite of a ratio spread — limited risk with unlimited upside if the stock explodes higher.

SELL50d (ATM) Call45 DTE
BUY2x25d (OTM) Call45 DTE

Max Gain

Unlimited above upper breakeven

Max Loss

Spread width - net credit (or net debit)

Breakeven

Two breakevens: one near ATM, one above OTM strikes

Target DTE

30-60 DTE