The Bear Put Spread

Because you sold the $668 Put, there is a technical risk that the person who bought it from you will “exercise” their right to sell you the shares.

  • When it happens: This usually only occurs if the SPY falls well below $668 and we are very close to expiration.

  • The ‘Safety Net’: Even if you are assigned 100 shares of SPY at $668, you still own the $672 Put. You can immediately exercise your own right to sell those shares at $672.

  • The Result: You buy at $668 and sell at $672, locking in your Max Profit ($4.00 width). Your long put acts as a permanent ceiling on your risk.