Seagull Spread: Directional Exposure with Asymmetric Risk

A Seagull Spread combines a vertical spread with one additional short option. The extra short option can reduce or eliminate the entry cost, but it adds risk on the opposite side of the trade.

What is a Seagull Spread?

There are bullish and bearish versions. A common bullish Seagull can be thought of as:

Bull Call Spread

Buy a lower-strike call and sell a higher-strike call.

Sell an OTM Put

Uses put premium to reduce the cost of the call spread.

Mental model: “I want bullish upside exposure, and I am willing to accept downside obligation to make the trade cheaper.”

Core bullish structure

LegActionExample Strike
1Sell Put$90
2Buy Call$100
3Sell Call$110

All options use the same expiration.

Worked example

Assume the stock trades at $100.

LegPremium
Sell $90 Put+$2.00
Buy $100 Call-$6.00
Sell $110 Call+$4.00
Net Premium = +$2 - $6 + $4 = $0
In this simplified example, the bullish Seagull is entered for approximately zero net premium.

Expiration outcomes

Stock PriceApproximate Outcome
$70Large loss from short put
$90About $0
$100About $0
$105+$500
$110+$1,000 max call-spread profit
$130+$1,000 max call-spread profit

Maximum profit

The call spread caps upside profit.

Max Profit = (Upper Call Strike - Lower Call Strike) × 100 ± Net Premium
Max Profit = ($110 - $100) × 100 = $1,000

Downside risk

The short put creates substantial downside exposure below its strike.

Approx. Loss Below Put Strike = (Put Strike - Stock Price) × 100 - Net Credit
A Seagull may be cheap to enter because you are financing the directional spread by selling downside risk.

Why use it?

Bullish vs. Bearish Seagull

VersionCore StructureMain Risk
Bullish SeagullBull Call Spread + Short PutLarge downside loss
Bearish SeagullBear Put Spread + Short CallLarge / potentially unlimited upside loss

Seagull vs. Bull Call Spread

FeatureSeagullBull Call Spread
Upfront costCan be low or zeroUsually debit
Upside profitCappedCapped
Downside riskLarge due to short putDefined to debit
ComplexityHigherLower

Seagull vs. Collar

FeatureSeagullCollar
Requires stock ownershipNoYes
Uses short option to finance protection/exposureYesYes
Main purposeDirectional tradeProtect stock
Risk profileAsymmetricTypically bounded around stock ownership

Assignment risk

The extra short option and the short leg of the vertical spread can be assigned before expiration.

In the bullish version, short-put assignment can require buying 100 shares. In the bearish version, an uncovered short call may create a short-stock position.

Volatility and time decay

The Greeks depend heavily on strike placement, but the short option helps offset some of the long option's time decay and volatility cost.

The Seagull is best understood as a custom payoff trade rather than a pure volatility strategy.

Pros and cons

Pros
  • Can be entered for little or no premium.
  • Directional upside/downside exposure can be customized.
  • Vertical spread keeps one side capped.
  • Useful for expressing asymmetric views.
Cons
  • Extra short option adds substantial tail risk.
  • Assignment risk.
  • More complex than a vertical spread.
  • Margin requirements can be significant.
  • “Zero-cost” can hide large economic risk.

How to close it

Bullish version: Buy to Close the short put + Sell to Close the long call + Buy to Close the short call.

Closing all legs together helps preserve the intended payoff.

Common mistakes

Beginner checklist

CheckQuestion
☐ DirectionAm I clearly bullish or bearish?
☐ Vertical spreadWhat is the capped profit from the spread?
☐ Extra short optionWhat new risk does it create?
☐ Net premiumIs the trade a debit, credit, or near zero-cost?
☐ AssignmentCan I handle assignment on the short option?
☐ MarginCan my account support the tail-risk obligation?
☐ Simpler alternativeWould a Bull Call Spread or Bear Put Spread be safer?

Key takeaway

Seagull = Vertical Spread + Extra Short Option

It is a directional, asymmetric strategy that can reduce or eliminate upfront premium.

The trade-off is: cheaper directional exposure in exchange for added tail risk on the side of the extra short option.