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Modulis 5 · Options
6/11

Put Spread — Cheaper Protection

The problem: a plain Long Put is too expensive

In the previous lesson we saw: a Long Put for a 200 SOL quantity, strike $90, costs $1,300 over 120 days. Compared with the portfolio's value (126 SOL x $88 = $11,088), that's 11.7% over 120 days, or about ~35% annualized. Too expensive.

The solution — a Put Spread: you buy protection (Long Put) and at the same time sell another piece of protection (Short Put). That gets you some of the money back.

Analogy: insurance with a deductible

Picture home insurance. Full coverage with no deductible costs $1,000 a year. But if you agree to cover the first $5,000 of losses yourself, the insurance costs only $400. You take on part of the risk, but you save money. A Put Spread works exactly the same way.

How a Put Spread works

It's made up of two legs:

You saved $500 — that's 38% cheaper.

$0$90$90$65kaina aukštyn →pelnas ▲nuostolis ▼Put Spread: 200 SOL Long $90 + 100 SOL Short $65

Full protection works between $90 and $65. Below $65 protection still grows, but at half speed — the Put you sold starts costing you and eats up half the move. Breakeven for this two-leg version: 200 x ($90 - S) = $800 → S = $86. So this is cheaper than a plain Long Put, but it protects you less once the price drops deep.

Our strategy's structure (three legs)

We use three legs — with two Short Puts:

Net cost: $500 over 120 days = 4.5% of the $11,088 portfolio, or about ~14% annualized (instead of ~35%). More than twice as cheap.

Two different bases — don't mix them up: options P&L is calculated on the options quantity (200 / 100 / 100 SOL), while the protection cost in percent is calculated on the portfolio value (126 SOL x $88 = $11,088). Those quantities differ on purpose.

The Delta column shows sensitivity to a $1 price move, per one SOL. Position delta comes from multiplying by quantity: -0.42 x 200 = -84, +0.18 x 100 = +18, +0.12 x 100 = +12 → net -54. That means: if SOL's price drops $1, this options structure gains about $54.

Why two Short Puts instead of one?

Two smaller Short Puts ($65 and $60) instead of one large one spread the risk across several levels. When SOL is between $60 and $65, only one leg (100 SOL) is active — below $60 both are active. Risk arrives gradually, not in one step.

What happens at different prices?

SOL priceLong Put $90Short Put $65Short Put $60Total result
$120-$1,300+$500+$300-$500
$100-$1,300+$500+$300-$500
$90-$1,300+$500+$300-$500
$80+$700+$500+$300+$1,500
$70+$2,700+$500+$300+$3,500
$65+$3,700+$500+$300+$4,500
$60+$4,700-$0+$300+$5,000
$50+$6,700-$1,000-$700+$5,000
$40+$8,700-$2,000-$1,700+$5,000

Most important: between $65 and $90 — full protection. Below $60 — protection is fixed at $5,000.

Breakeven: the options position turns from negative to positive at 200 x ($90 - S) = $500 → S = $87.50. Below this price the options pay off, but that's not a profit — they're offsetting the falling value of SOL.

Map of the protection zones

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Tail risk: Below $60 protection stops growing. If SOL fell 80% (to about $18), the Short Puts' losses would grow at the same pace as the Long Put's gains, so the options result would stay at $5,000 — but SOL's value would keep falling. That's the trade-off: cheaper protection, but limited coverage in extreme scenarios.

Spread vs full protection

Long Put $90 onlyPut Spread (3 legs)
Cost over 120 days$1,300$500
Annualized (on $11,088)~35%~14%
Protection from -30% (to ~$62)FullAlmost full — already in the partial zone
Protection from -50% (to ~$44)FullFixed ($5,000)
Protection from -70% (to ~$26)FullFixed ($5,000)

Short Put risk — what's the worst that can happen?

When you sell a $65 Put (100 SOL), you take on the obligation to "buy" SOL at $65. If the price falls below that:

But at the same time, Long Put $90 (200 SOL) generates:

So the options position's result is still positive (+$5,000), even though SOL itself has dropped sharply. A problem only arises if the Short Put is too large.

How to reduce the cost even further?

Our strategy chose a balance: $90 / $65 / $60 with 120 days.

The spread and its daily cost

Put Spread theta (how much it costs per day):

Add the Short Call theta (+$0.75), and all the options' theta balances out to nearly zero: -$3.25 + $1.50 + $1.00 + $0.75 = $0.

That does NOT mean the protection is free. Only the daily time decay nets out to zero — the cost still stands at $500 net premium, plus the tail risk you've taken on below $60.

With a Put Spread you can now build protection to fit your own budget — you choose how much risk you take on yourself and how much protection you buy, instead of taking whatever price comes first.

Next step: let's look at how a Covered Call generates extra income.

Quick check
How does a Put Spread reduce the cost of protection compared to a plain Long Put?
Practice task
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A paper Put Spread plan

Spread logic only sticks once you calculate it with real premiums. This paper exercise (~20 min) is a plan on paper — no trading.

This is a paper plan — DON'T BUY or SELL anything. In reality a Short Put requires collateral and carries real risk, so first we learn to calculate it.

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

You just calculated a three-leg Put Spread's net cost and protection zone yourself — a structure most crypto investors can't even name.