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Synthetic put

Short stock plus a long call, producing the same payoff shape as owning a put at that strike.

The mirror of the synthetic-call: short shares with a call above them caps the loss and keeps the downside profit. Institutions use it when they are already short and want to define the risk without unwinding the position.

It also explains why an out-of-the-money put and an in-the-money call on the same strike carry the same extrinsic-value: they are the same trade wearing different clothes.

Example: short 100 XYZ at $50 and buy the $50 call for $2.30. Above $50 you lose at most $230 plus borrow. Below $50 you gain dollar for dollar. Identical to buying the $50 put for $2.10 — the extra $0.20 is roughly the carry on $5,000 of short proceeds.

Related: synthetic-call, put-call-parity, hard-to-borrow, protective-put

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Payoff of a long call at expiryA flat loss equal to the premium below the strike, turning upward at 45 degrees above it.Profit / loss per share08595115125Strike 105Max loss 3 — the premium paidBreakeven 108Profit keeps growingUnderlying price at expiry
Buying a call: payoff at expiry. A 105-strike call bought for 3 loses that whole 3 if the price finishes at or below 105, breaks even at 108, then gains a dollar for every dollar higher. The loss is capped at the premium; the upside is not capped.
Contango and backwardationTwo futures curves against contract expiry: one rising above spot, one falling below it.The same commodity, priced for delivery at different dates.78.0076.0074.0072.0070.00Futures pricespot+1m+2m+3m+4m+5m+6mMonths until the contract expiresspot price74.00CONTANGOlater contracts cost more than spotBACKWARDATIONlater contracts cost less than spot
Contango and backwardation. A futures curve shows what buyers will pay for delivery in one month, two months and so on. When later contracts cost more than the spot price the curve is in contango; when they cost less it is in backwardation.

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