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Long Synthetic Strategy

Long Synthetic is basically Buying call option and selling a Put option of an same index / underlying stock with same strike price, same expiration.

Long Synthetic Strategy

Long Synthetic option if your view on the Market to rise / Bullish in the near term. 

LONG SYNTHETIC STRATEGY

Strategy - Bullish (it same as long on the underlying asset)

Risk - unlimited 

Reward - unlimited

Breakeven is Strike price +/- net premium paid/ received

It has more benefit of buying cheaper than long on naked call option

If the Market is Bearish, you will be in loss.

Eg. PAYOFF GRAPH

Long Synthetic Strategy example


NIFTY Currently trading at 15700.

You are Buying NIFTY 16000 CE June 2022 @ 200 premium of 1 lot size (50 contracts) and Selling NIFTY 16000 PE June 2022 @ 400 premium of 1 lot size in view of your Bullish view.


So, net premium is 200*50= 10000 is the premium received from the buyer. 

Long Synthetic Strategy eg


If the Market is Bullish and ends up @16500 on expiry, you will be in huge profit 

Long Synthetic Strategy


If the Market is Bearish, and ends up at 15300 on expiry date, your loss is unlimited 

Long Synthetic Strategy


For 1 point increase in Nifty, delta will increase . As the contract is near to expire, theta decay will be against you.










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