{"id":217914,"date":"2026-08-25T10:08:34","date_gmt":"2026-08-25T04:38:34","guid":{"rendered":"https:\/\/univest.in\/blogs-2\/?p=217914"},"modified":"2026-08-25T10:08:37","modified_gmt":"2026-08-25T04:38:37","slug":"call-ratio-backspread-bank-nifty","status":"publish","type":"post","link":"https:\/\/univest.in\/blogs-2\/call-ratio-backspread-bank-nifty\/","title":{"rendered":"Call Ratio Backspread Bank Nifty: Setup, Payoff and Risk Guide"},"content":{"rendered":"
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Bank Nifty level used in this article: Rs 57,762 (as of 21 Aug 2026). Next monthly (last Tuesday of the month) expiry: 25 August 2026 (Tuesday). Lot size 30. Weekly options on Bank Nifty were discontinued in November 2024 under SEBI’s one weekly index per exchange rule; only monthly contracts remain.<\/em><\/p>\n

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Quick Answer<\/strong><\/p>\n

The call ratio backspread Bank Nifty sells one call at a lower strike and buys a larger number of calls, typically two, at a higher strike, on the same expiry. This is the reverse ratio of the ratio call spread covered elsewhere in this series. With Bank Nifty at Rs 57,762, the call ratio backspread Bank Nifty has a defined maximum loss that occurs at or near the higher strike, but unlimited profit potential if the index rallies significantly beyond that point, since the extra long call has no offsetting short call. The call ratio backspread Bank Nifty may be considered when a trader expects either a large rally or, in some structures, is comfortable profiting modestly if the index stays flat or falls, depending on whether the position is entered for a credit.<\/p>\n<\/div>\n

The this strategy inverts the logic of the ratio call spread: instead of selling more options than are bought, it buys more than it sells. This shifts the unlimited exposure from the downside of the trade (as in a ratio call spread) to a position that benefits from a large upside move, while keeping the loss capped at a specific, calculable level in the middle zone between the strikes.<\/p>\n

Because the call ratio backspread Bank Nifty buys more options than it sells, it is often structured for a smaller net debit, and in some cases even a net credit, depending on the strikes and the implied volatility skew between them.<\/p>\n

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