Risk Reversal
Leveraged bullish strategy with assignment risk.
Intermediate
Market Outlook
bullish
Family
synthetic
Capital Req
medium
Risk Profile
neutral
Strategy Overview
Key characteristics and when to use
Structure
Buy OTM Call + Sell OTM Put
Greek Profile
Positive delta, mixed theta, mixed vega
Characteristics
SyntheticBullishIntermediate
Profit & Loss Formulas
Mathematical breakdown
Max Profit
Unlimited
Max Loss
Put strike + net debit paid
Breakeven
Call strike + net debit paid