The “Credit Spread Alternative” - Directional credit with crash protection.

Overview

Attribute Value
Environment Negative Gamma (Trend)
Market Dynamic Fear of Reversal
Volatility Any
Primary Goal Tail Defense - Credit spread with “Crash Protection”
Profit Target Keep the credit
Max Loss Significantly reduced vs standard credit spread

Structure

Short Butterfly (Sell 1 / Buy 2 / Sell 1)

This is essentially:

  • Standard Credit Spread
  • PLUS a Debit Spread Hedge (the “crash protection”)

Example (Bearish):

  • Sell 1x 6100 Call
  • Buy 2x 6110 Calls
  • Sell 1x 6120 Call

Entry Criteria

  • Negative Gamma environment confirmed
  • Directional view but fear of reversal/tail event
  • Prefer over standard credit spread when tail risk is elevated
  • Enter for a net credit

Exit Rules

Profit Target

  • Keep the credit if directional view is correct

Stop Loss

  • Max loss is significantly reduced compared to a standard vertical spread
  • The hedge kicks in on a tail event

Management

The 3-leg structure provides automatic crash protection. No manual hedging required.