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Bear Call Spread: The Income Generating Ceiling Strategy

enerating Income in Flat or Falling Markets

Updated over a week ago

Course Description

The Bear Call Spread is a "Credit Spread." Unlike buying options where you pay money out, here you receive money into your account immediately. You are essentially betting that the US 500 has a "ceiling" it won't break. We will use a US 500 example to show how to collect premium while keeping your risk strictly defined and your profits tax-free.

⚠️ Important: Our Philosophy on Risk

Why we use Spreads, not Short Calls: At ShareNavigator, we do not teach or recommend the "Naked Short Call" strategy. We believe the risk of selling a call without protection is not worth the reward, especially given that stock market indices are fundamentally designed to rise over the long term. A "Naked" call has theoretically unlimited risk; by using a Bear Call Spread, we ensure your risk is always capped and your "insurance" is always in place.


Module 1: Traditional Options vs. Spread Betting

Since you are using IG Index, you are trading via Spread Bets, which offers specific advantages for traders in the UK and Ireland.

  • Tax Status: Profits are exempt from Capital Gains Tax (CGT) and Stamp Duty.

  • The Credit Advantage: You receive a "Net Credit" upfront. You are the "house" in this scenario, collecting premium from other traders.

  • Margin Requirement: Because you are selling an option, IG will require margin to be held in your account. However, because you are also buying a further out-of-the-money call, your total risk is capped.

  • Currency: We calculate this in USD to match the US 500 index.


Module 2: What is a Bear Call Spread?

A Bear Call Spread involves selling a call option and simultaneously buying another call option at a higher strike price.

  • The Goal: The US 500 stays below your "ceiling" (the short strike).

  • Three Ways to Win: You keep the full profit if the market goes Down, stays Flat, or even Rises slightly (as long as it stays below your strike).

  • Defined Risk: The higher call you buy acts as insurance, protecting you against a massive market rally.


Module 3: The US 500 Case Study (The Income Setup)

Current Market: US 500 @ $6,970

The Setup:

  • Leg 1 (Short): Sell $7,100 Call @ 35.67 pts (Collected)

  • Leg 2 (Long): Buy $7,200 Call @ 13.79 pts (Paid for insurance)

The Math at $5 per point:

  • Net Credit Received: 35.67 - 13.79 = 21.88 pts

  • Instant Income (Max Profit): 21.88 x $5 = $109.40

  • Spread Width: 7,200 - 7,100 = 100 pts

  • Maximum Risk: (100 pts - 21.88 credit) x $5 = $390.60

  • Breakeven: 7,100 (Short Strike) + 21.88 (Credit) = 7,121.88


Module 4: Probability of Profit (PoP)

This strategy offers a significantly higher Probability of Profit than shorting the stock or buying a long put.

Strategy

You Win If Market...

Win Rate Probability

Short Stock

Falls Significantly

~33%

Bear Call Spread

Falls, Stays Flat, or Rises up to 2.1%

~75% to 80%

The Buffer: With the index at 6,970, your ceiling is at $7,100. This gives you a $130-point buffer (approx. 1.8%). You can be "wrong" about the market direction—the market can actually go up—and you still walk away with 100% of your profit.


Module 5: "What If?" Expiry Scenarios

What happens to your $109.40 credit at expiry?

  • Scenario A: US 500 stays Flat or Falls (closes at $6,970 or lower)

    • Both calls expire worthless. You keep the entire $109.40.

    • Total Result: Profit of $109.40.

  • Scenario B: US 500 Rises to $7,050 (Small Rally)

    • The market rose by 80 points, but stayed below your $7,100 "ceiling."

    • Total Result: Profit of $109.40.

  • Scenario C: US 500 Rallies to $7,300 (Massive Move Up)

    • The market broke through your ceiling. Your insurance (the $7,200 call) prevents further loss.

    • Total Result: Max Loss of $390.60.


Module 6: The "Delta Compass" Workaround

Since IG Index doesn't show Greeks, use an external tool like Yahoo Finance to verify your strikes.

  1. Check Delta: For this income trade, ensure your $7,100 Short Call has a Delta of 0.20 or lower.

  2. The Result: A 0.20 Delta gives you the statistical "casino edge" you need to win consistently.


Strategy Comparison: Risk vs. Probability

Choosing the right strategy depends on your market view and your risk tolerance. At ShareNavigator, we emphasize Probability of Profit (PoP) over "lottery ticket" home runs.

Strategy

Market View

Max Profit

Max Risk

Probability of Profit

Best For...

Aggressively Bullish

Unlimited

Premium Paid

~30% - 40%

Fast-moving rallies.

Aggressively Bearish

Significant

Premium Paid

~30% - 40%

Hedging a crash.

Neutral to Bullish

Net Credit

High

75% - 85%

Consistent income.

Neutral to Bullish

Net Credit

Capped

70% - 85%

Consistent income.

Bear Call Spread

Neutral to Bearish

Net Credit

Capped

70% - 85%

Selling "resistance."

Moderately Bullish

Capped

Net Debit

~50% - 60%

Cheap bullish entry.

Moderately Bearish

Capped

Net Debit

~50% - 60%

Cheap bearish entry.


Why Credit Spreads Have a Higher Win Rate

A common question students ask is: "Why not just short the stock or buy a long put if I'm bearish?"

The answer lies in the three directions of the market:

  1. Shorting a Stock / Long Put: You only win if the market moves DOWN. If the market stays flat or goes up, you lose. (1 out of 3 scenarios).

  2. Bear Call Spread: You win if the market moves DOWN, stays FLAT, or even RISES SLIGHTLY (as long as it stays below your ceiling). (3 out of 3 scenarios).

By "selling" time and volatility instead of just betting on direction, you turn the math of the market in your favor.


💡 The ShareNavigator Golden Rule

"We don't try to predict the next 500-point move. We try to identify the 300-point range where the market won't go. Trading is not about being 'right'; it's about not being 'wrong' enough to lose money."


🧪 Practice Before You Trade (Risk-Free)

We strongly recommend that all our students start by practicing these strategies in a simulated environment. This allows you to master the IG deal ticket, understand price fluctuations, and test your "Option Income Engine" without risking a single penny.

Switch to a live account only once you are comfortable with the platform and your strategy execution.


🚀 Free Strategy Call

Trading theory is only 10% of the journey. The remaining 90% is mastering strategy application, market psychology, and capital preservation under live conditions.

Don't risk your capital making avoidable beginner mistakes. Leverage the experience of a dedicated trading mentor.

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