Bear Call Spread: Credit Spread for Bearish-to-Neutral Markets

A bear call spread sells a lower-strike call and buys a higher-strike call at the same expiration. Net credit. Max gain = credit. Max loss = strike width minus credit. Profits if the stock stays below the short strike. Mirror of the bull put spread.

Use cases: a moderately bearish or range-bound thesis where you want premium income with defined risk. The structure works best in elevated IV environments where the call premium collected is meaningful relative to the strike width risk. Equity index call skew (calls tend to trade at lower IV than puts on indexes) makes equity index bear call spreads collect less premium per unit of risk than bull put spreads — a real consideration for premium sellers.

Setup mechanics: 30–45 DTE, sell the 0.20–0.30 delta call, buy the next strike or two above for protection. 50% profit-take, 200% stop-loss on the credit. The strategy benefits from the equity skew when used on individual stocks but suffers from it when used on index ETFs — most premium sellers prefer bull put spreads over bear call spreads on SPY, QQQ, IWM for that reason.

Frequently Asked Questions

Bear call spread or bull put spread for the same stock?

On individual stocks, choose based on directional bias. On equity indexes, prefer bull put spreads — the put-side skew pays more premium for the same probability.

What's the worst-case loss if the stock gaps through both strikes?

Strike width minus credit received. The defined-risk structure caps the loss regardless of how violently the stock moves.

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