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Modulis 5 · Options
10/11

P&L diagrams and visualization

Payoff (P&L — profit and loss) diagrams are the core tool for understanding options strategies. They show how much you'll earn or lose depending on the final price.

How to read a diagram

X axis = price at expiry (e.g., SOL price) Y axis = your profit or loss ($) Line = the result at each price Horizontal line at 0 = breakeven (the point of neither profit nor loss)


1. Long Call — the right to buy

You buy a call option when you expect the price to RISE.

$0$100kaina aukštyn →pelnas ▲nuostolis ▼Long Call (bought Call)

Below — the same idea as a schematic:

P&L ($)
  +     /
  |    /
  |   /
  0 --/--------→ Price
  |  ↑ strike
  -__|  (loss = premium)

2. Long Put — the right to sell (insurance)

You buy a put option when you want to PROTECT against a drop.

$0$100kaina aukštyn →pelnas ▲nuostolis ▼Long Put (bought Put)
P&L ($)
  +
  |\
  | \
  |  \
  0 --\--------→ Price
      ↑ strike
  ----|  (loss = premium)

3. Short Put — the obligation to buy

You sell a put — you receive a premium, but you take on the obligation to buy if the price falls.

P&L ($)
  +         ______  (premium = max gain)
  |        /
  0 ------/-------→ Price
  |      /  ↑ strike
  -     /

Notice: the Short Put is a mirror of the Long Put — profit is fixed at HIGH prices (on the right), while the loss grows as the price falls (on the left).


4. Short Call — the obligation to sell

You sell a call — you receive a premium, but if the price rises above the strike, you have to sell.

P&L ($)
  +___  (premium = max gain)
  |   ↑ strike
  |    \
  0 ----\------→ Price
  -      \

5. Put Spread — our insurance structure

Long Put (higher strike) + Short Put (lower strike):

P&L ($)
  +______                ← max protection (fixed below the lower strike)
  |      \
  |       \
  0 -------\------------→ Price
  |         \__________  ← max loss = net premium
  -
     $60/$65        $90
    (short put)  (long put)

Our structure — all amounts are for the whole position, not per SOL:

ParameterValue
Max lossNet premium $500 (if SOL is above $90 at expiry)
Full protectionBetween $65 and $90
Max protection~$5,000 — fixed below $60
Breakeven$90 − $500 / 200 SOL = $87.50
Tail riskBelow $60 — protection stops growing

Why a Put Spread instead of a plain Put?


6. Covered Call

Short Call + holding the base asset (SOL/ETH):

P&L ($)
  +                    _______  ← from the strike, profit stops growing (max gain)
  |                  /
  |                /
  |              /
  0 -----------/-----------------→ Price
  |          /  ← breakeven = entry − premium per unit
  -        /

Our example: 50 SOL @ $88 + Short Call $160 (premium +$100, i.e. $2 per SOL)


How to read a combined P&L

Our whole strategy (Put Spread + Covered Call):

P&L ($)
  +                                     __/  ← above $160 it rises more slowly
  |                                  __/        (Short Call covers 50 of 126 SOL)
  |                               __/
  |        ______________________/
  0 ------/---------------------------------→ Price
  |      /
  -     /   ← below $60 there's NO floor: the options protection is fixed at ~$5,000,
       /      while the collateral keeps falling in value (tail risk)
     $60      $88            $160

Key points:

Neither the floor nor the ceiling is complete

The options quantities don't match the collateral: the Put Spread covers 200 SOL, the Short Call — 50 SOL, while the collateral is 126 SOL. So below $60 the protection stops growing (there's no true floor), and above $160 the position still keeps rising, just more slowly (there's no true cap). In these diagrams, look not for a pretty shape but for where the protection ends.


Breakeven points


Summary

Once you can read a payoff diagram, you can read any proposed options structure in a few seconds — you see where its floor is, where its cap is, where the breakeven is, and you judge for yourself whether it fits your plan.

Quick check
On a Long Call diagram: where is the maximum loss?
Practice task
0 / 5
Draw a payoff diagram by hand

You only really understand a diagram once you draw it yourself. Grab a sheet of paper and one real option from the table (~20 min). No trading — just a pencil.

This is a paper drawing exercise — DO NOT BUY ANYTHING. We're learning to visualize profit and loss before any real decisions.

This is learning, not investing — use only small amounts you treat as tuition.

You just drew a payoff diagram yourself with real Deribit numbers — now you see an option as a shape, not just a row in a table. Most people never get there.