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Options Strategies Cheat Sheet: Setup, Risk & When to Use Each One

This reference covers the most widely used options strategies — from basic directional bets to advanced multi-leg structures. For each strategy, you’ll find the setup, outlook, max profit/loss, and the Greeks profile. Pair this with the Options Greeks Cheat Sheet and Options Payoff Diagrams for complete coverage.

Bullish Strategies

StrategySetupMax ProfitMax LossBest When
Long CallBuy 1 callUnlimitedPremium paidStrong bullish conviction, want leverage
Bull Call SpreadBuy lower-strike call, sell higher-strike callStrike difference − net debitNet debit paidModerately bullish, want to reduce cost
Bull Put SpreadSell higher-strike put, buy lower-strike putNet credit receivedStrike difference − net creditNeutral-to-bullish, want income
Cash-Secured PutSell put + hold cash = strike × 100Premium receivedStrike price − premium (assigned stock)Want to buy stock at lower price, collect premium while waiting

Bearish Strategies

StrategySetupMax ProfitMax LossBest When
Long PutBuy 1 putStrike − premium (stock → $0)Premium paidStrong bearish conviction
Bear Put SpreadBuy higher-strike put, sell lower-strike putStrike difference − net debitNet debit paidModerately bearish, defined risk
Bear Call SpreadSell lower-strike call, buy higher-strike callNet credit receivedStrike difference − net creditNeutral-to-bearish, want income

Neutral / Income Strategies

StrategySetupMax ProfitMax LossBest When
Covered CallLong 100 shares + sell 1 callPremium + (strike − stock price)Stock drops to $0 − premiumMildly bullish to neutral, want income on existing position
Iron CondorBull put spread + bear call spreadNet credit receivedWidth of wider spread − net creditLow volatility expected, range-bound stock
Butterfly SpreadBuy 1 lower call, sell 2 middle calls, buy 1 higher callMiddle strike − lower strike − net debitNet debit paidExpecting stock to pin near middle strike
Short StrangleSell OTM call + sell OTM putTotal credit receivedUnlimitedExpecting low volatility, wide range

Volatility Strategies

StrategySetupMax ProfitMax LossBest When
Long StraddleBuy ATM call + buy ATM put (same strike/expiry)UnlimitedTotal premium paidExpecting big move, uncertain on direction (e.g., earnings)
Long StrangleBuy OTM call + buy OTM putUnlimitedTotal premium paidSame as straddle but cheaper (wider strikes)

Hedging Strategies

StrategySetupPurposeCost
Protective PutLong stock + buy putFloor on losses (insurance)Premium paid for the put
CollarLong stock + buy put + sell callLimit downside and upside (zero-cost hedge if premiums offset)Net zero to small debit

Strategy Selection Guide

Your OutlookLow IV EnvironmentHigh IV Environment
BullishLong call or bull call spreadBull put spread (sell premium)
BearishLong put or bear put spreadBear call spread (sell premium)
NeutralButterfly (cheap with low IV)Iron condor or short strangle
Expecting big moveStraddle or strangle (cheap entry)Avoid — IV crush will hurt
Analyst Tip
Before earnings, implied volatility spikes and options get expensive. Buying straddles or strangles before earnings often loses money because the post-announcement IV crush offsets the move. Selling premium (iron condors, short strangles) tends to outperform in high-IV environments — but size the position for the worst case.

Key Takeaways

  • Match your strategy to your outlook (direction) AND volatility view (high vs. low IV).
  • Defined-risk strategies (spreads, condors, butterflies) are safer for most traders than naked positions.
  • Income strategies (covered calls, iron condors) collect Theta but cap upside or expose you to tail risk.
  • Volatility strategies (straddles, strangles) bet on the magnitude of a move, not the direction.
  • Always calculate max loss before entering a trade — that number should be your position-sizing anchor.

Frequently Asked Questions

What is the safest options strategy?

The covered call and cash-secured put are the most conservative strategies because you’re backed by stock or cash. Among multi-leg strategies, the iron condor has defined risk on both sides, making it popular for income-focused traders.

What is the best options strategy for beginners?

Start with covered calls (if you own stock) or cash-secured puts (if you want to buy stock cheaper). Both are straightforward, generate income, and don’t require complex multi-leg management. Move to vertical spreads once you’re comfortable.

How do you choose between a straddle and a strangle?

A straddle is more expensive (both legs ATM) but requires a smaller move to profit. A strangle is cheaper (OTM legs) but needs a bigger move. Use straddles when you’re very confident in a large move; strangles when you want a cheaper entry.

What does “defined risk” mean in options?

It means your maximum loss is known at entry. Spreads, condors, and butterflies are defined-risk because the long leg caps your downside. Naked calls and short strangles are undefined-risk — losses can theoretically be unlimited.

When should I sell options vs. buy options?

Sell (short) when you expect low volatility, range-bound movement, or want income from Theta decay. Buy (long) when you expect a big directional move or a volatility spike. Statistically, sellers win more often (Theta works in their favor), but buyers can win bigger on individual trades.