Ratio Call and Ratio Put Backspread

RATIO CALL BACKSPREAD

Strategy Details
Strategy Type	Bullish
# of legs	3 (Short 1 Lower Strike Call + Long 2 Higher Strike Calls)
Maximum Upside Reward	Unlimited, once the underlying crosses above the upper breakeven point
Maximum Downside Reward	Limited to the extent of Net Premium Received
Maximum Risk	Higher Strike Price - Lower Strike Price - Net Premium Received
Upper Breakeven Price	Higher Strike Price + Difference between Higher and Lower Strike - Net Premium Received
Lower Breakeven Price	Lower Strike Price + Net Premium Received
Payoff Calculation	Payoff of Short Call+ (2 * Payoff of Long Call)

In the above table, we have assumed the traditional 2:1 ratio wherein the trader is buying 2 Calls and selling 1 Call. However, note that this strategy can be executed using other combinations as well, such as buying 3 Calls and selling 2 Calls, buying 4 Calls and selling 2 Calls, buying 6 Calls and selling 4 Calls etc. The most commonly used long-short ratio to trade this strategy is 2:1 followed by 3:2. For our discussion henceforth, we will assume a total of 3 legs i.e. 1 Call short at a lower strike and 2 Calls long at a higher strike.

Explanation of the Strategy

A Ratio Call Backspread is a strategy that involves selling a lower strike Call option and buying 2 higher strike Call options having the same strike price, same expiration, and same underlying instrument. The lower strike Call that is sold is usually an ATM or an ITM option, while the higher strike Calls that are bought are OTM options. As the number of Calls bought are greater than the number of Calls sold, this is a bullish strategy. Usually, this strategy is a net credit strategy, although sometimes it can be a net debit strategy as well. For our discussion, we will consider this to be a net credit strategy. This strategy has two breakeven points: lower and upper. The strategy is profitable when the underlying price is either below the lower breakeven point or above the upper breakeven point and is unprofitable when the underlying price is in between the two breakeven points. Meanwhile, this strategy has limited risk. Maximum loss under this strategy occurs when the underlying price is exactly at the higher strike price. This is because at this level, both the long Calls are ATM and hence are worthless, whereas the short Call is in a loss-making position as it is ITM.

There are two ways to profit from this strategy: profit on the downside and profit on the upside. On the downside, the trader benefits when the underlying price is below the lower strike price i.e. below the strike price of the short Call. If this happens, the trader will get to keep the entire premium that he/she has received upfront. The trader would also profit if the underlying price is above the lower strike but below the lower breakeven point, although in this case the trader’s profit potential will be reduced. Meanwhile, on the upside, the trader benefits if the underlying price rises above the upper breakeven price. Because the trader is long two Calls as opposed to being short one Call, the profit potential is unlimited once the underlying price moves above the upper breakeven point. Given that the downside profits are quite limited while the upside profits are potentially unlimited, a trader who initiates this strategy would want the underlying price to rise sharply and surge past the upper breakeven point rather than stay below the lower strike price.

Remember, more often than not, this strategy is a net credit strategy, meaning the premium received on shorting the Call is greater than the combined premium paid on buying the two Calls. In fact, this is one of the few strategies that usually has a net credit profile and an unlimited upside potential in case the price rallies sharply. In other words, without making an upfront payment, the trader would have the opportunity to earn unlimited profits on the upside. Hence, from a risk to reward perspective, this strategy is highly attractive. That said, remember that this is a bullish strategy and must be implemented only when one has a strong bullish bias on the underlying. While the trader won’t lose money in case the underlying price falls below the lower strike price, any stagnation in the underlying price between the two breakeven points would cause the trader to suffer losses. So, having a strong conviction that the underlying price will rally sharply is necessary before initiating this strategy.

Benefits of the Strategy

More often than not, this is a net credit strategy that requires no upfront payment
This strategy can profit from a down move in price as well
This strategy has an unlimited profit potential in case the underlying rallies sharply
This strategy is subject to limited risk

Drawbacks of the Strategy

Because this is a volatility-based strategy, stagnating underlying price can lead to losses
Because this strategy involves selling an option, it will require a greater margin in your trading account

Strategy Suggestions

Ensure that the trend is bullish and that you have a conviction that the underlying price will rally sharply going forward
Keep in mind that the number of Calls bought must exceed the number of Calls sold. The ideal long-short ratio for this strategy is 2:1 and to some extent even 3:2
When choosing strikes, don’t just randomly select any strike. Remember, you want the underlying price to rise beyond the upper breakeven point, so select strikes accordingly and realistically
The difference between the lower strike and the higher strike will be a trade-off between net credit and risk
The wider the difference between the two strikes, the larger would the net credit be but so would be the risk, and vice versa. This is because the wider the difference, the farther will the upper breakeven point be, meaning the larger will be the loss-making zone
Because this strategy benefits the most when the underlying price rallies sharply, ensure that the underlying instrument being chosen for this strategy is exhibiting volatility
Because you have more long Calls than short Calls, Theta will work against you, especially as the underlying price starts rising and inches closer towards the strike of the long Calls
Because you have a greater number of long Calls than short Calls and because you want the underlying price to rise sharply, give yourself sufficient time to go right by selecting options that have ample life left
Ensure there is sufficient liquidity in the underlying that is being chosen to initiate this strategy

Option Greeks for Ratio Call Backspread

At the time of strategy initiation, the sign of Greeks can vary depending upon the distance between the strike price of a short Call (lower strike) and those of the two long Calls (higher strike). Hence, we shall be talking about Greeks in general without discussing about the sign of each Greek at initiation.

Greek	Notes
Delta	Delta is usually negative at initiation, meaning a fall in the underlying price will benefit the option position. However, if the underlying price rises and moves above the lower breakeven point, Delta will start turning positive, which means a rise in the underlying price will now start benefiting the option position, and vice versa.
Gamma	Gamma is initially negligible or slightly negative when the underlying price is at or near the lower strike. It starts rising as the underlying price rises and moves away from the lower strike. This causes the Delta to turn positive and move higher. Gamma peaks out near the higher strike and starts tapering after that. As a result, once the underlying movesabove the higher strike, Delta continues rising but at a slower rate as it approaches its upper extreme.
Vega	When the underlying price is below the lower breakeven point, Vega is negative because of which rising volatility hurts the position, and vice versa. However, when the underlying price moves above the lower breakeven point, Vega turns positive because of which rising volatility starts benefiting the position, and vice versa. Vega tends to peak out near the higher strike, above which it starts declining, meaning the impact of volatility on the position will start reducing once the underlying rises above the higher strike.
Theta	When the underlying price is below the lower breakeven point, Theta is positive because of which time decay benefits the position. However, when the underlying price rises above the lower breakeven point, Theta turns negative because of which time decay starts hurting the position. Theta bottoms out near the higher strike, meaning it is at this point where the negative impact of time decay is the highest. Once the underlying rises above the higher strike, the two long Calls become ITM, because of which the impact of Theta gradually starts tapering.
Rho	As this strategy involves buying two Calls as opposed to writing one Call, Rho turns positive as the underlying price rises and approaches the higher strike. As a result, rising interest rates can benefit the option position at higher levels. That said, this is the least significant of the Greeks, especially in case of short-dated options.

Payoff of Ratio Call Backspread

The chart below shows the payoff of the Ratio Call Backspread strategy. Observe that the strategy benefits both on the downside and on the upside. See that maximum profit potential on the downside is limited to the extent of the net premium received, and it occurs when the underlying price is below the lower strike. Similarly, see that the maximum profit potential on the upside is unlimited, and it occurs when the underlying price rises above the upper breakeven point. Also observe that in between the two breakeven points, the trader incurs a loss, with maximum loss occurring exactly at the higher strike price.

Example of Ratio Call Backspread

Let us say that Mr. ABC is very bullish on the short-term outlook of Nifty, based on which he has decided to initiate a Ratio Call Backspread strategy, wherein he will sell 1 ITM 9000 Call at ₹430 and buy 2 OTM 9500 Calls at ₹190 each. Let us summarize the details of the strategy below:

Strike price of shortCall = 9000
Strike price of longCall = 9500
Quantity of Calls sold = 1 lot
Quantity of Calls bought = 2 lots
ShortCall premium (lower strike) = ₹430
Long Call premium (higher strike) = ₹190
Net Credit = ₹50 (430 - 2 * 190)
Net Credit (in value terms) = ₹3,750 (50 * 75)
Lower breakeven point = 9050 (9000 + 50)
Upper breakeven point = 9950 (9500 + 500 - 50)
Maximum downside reward = ₹3,750
Maximum upside reward = unlimited
Maximum risk = ₹33,750 ((9500 - 9000 - 50) * 75)

Now, let us assume a few scenarios in terms of where Nifty would be on the expiration date and the impact this would have on the profitability of the trade.

Underlying price at Expiration	Net Profit/Loss	Notes
6000	Profit of ₹3,750	Payoff = [430-maximum of (6000-9000,0)]+[2*{maximum of (6000-9500,0)-190}]. As the underlying price at expiration is below the lower breakeven price, the trader will make a profit
8000	Profit of ₹3,750	Payoff = [430-maximum of (8000-9000,0)]+[2*{maximum of (8000-9500,0)-190}]. As the underlying price at expiration is below the lower breakeven price, the trader will make a profit
8500	Profit of ₹3,750	Payoff = [430-maximum of (8500-9000,0)]+[2*{maximum of (8500-9500,0)-190}]. As the underlying price at expiration is below the lower breakeven price, the trader will make a profit
9000	Profit of ₹3,750	Payoff = [430-maximum of (9000-9000,0)]+[2*{maximum of (9000-9500,0)-190}]. As the underlying price at expiration is below the lower breakeven price, the trader will make a profit
9025	Profit of ₹1,875	Payoff = [430-maximum of (9025-9000,0)]+[2*{maximum of (9025-9500,0)-190}]. As the underlying price at expiration is below the lower breakeven price, the trader will make a profit
9050	No profit, No loss	Payoff = [430-maximum of (9050-9000,0)]+[2*{maximum of (9050-9500,0)-190}]. As the underlying price at expiration is equal to the lower breakeven price, the trader will neither profit nor incur a loss
9200	Loss of ₹11,250	Payoff = [430-maximum of (9200-9000,0)]+[2*{maximum of (9200-9500,0)-190}]. As the underlying price at expiration is between the two breakeven points, the trader will make a loss
9500	Loss of ₹33,750	Payoff = [430-maximum of (9500-9000,0)]+[2*{maximum of (9500-9500,0)-190}]. As the underlying price at expiration is between the two breakeven points, the trader will make a loss
9800	Loss of ₹11,250	Payoff = [430-maximum of (9800-9000,0)]+[2*{maximum of (9800-9500,0)-190}]. As the underlying price at expiration is between the two breakeven points, the trader will make a loss
9950	No profit, No loss	Payoff = [430-maximum of (9950-9000,0)]+[2*{maximum of (9950-9500,0)-190}]. As the underlying price at expiration is equal to the upper breakeven price, the trader will neither profit nor incur a loss
12000	Profit of ₹153,750	Payoff = [430-maximum of (12000-9000,0)]+[2*{maximum of (12000-9500,0)-190}]. As the underlying price at expiration is above the upper breakeven price, the trader will make a profit
15000	Profit of ₹378,750	Payoff = [430-maximum of (15000-9000,0)]+[2*{maximum of (15000-9500,0)-190}]. As the underlying price at expiration is above the upper breakeven price, the trader will make a profit

Notice in the table that the trader profits from a decline in price as well as from a rise in price. However, compare the profits at both the extremes. It is clear that a trader who initiates this strategy would want the underlying price to rise sharply above the upper breakeven point as this would open door for huge profits. The objective of making this strategy a net credit strategy is to profit even if the underlying price declines below the lower strike. That said, this is an inherently bullish strategy. Meanwhile, also observe that the trader suffers when the underlying price gets stuck in between the two breakeven points, with maximum loss occurring exactly at the higher strike price. This is the zone that any trader who initiates this strategy would want to avoid.

Ratio Put Backspread

Strategy Details
Strategy Type	Bearish
# of legs	3 (Short 1 Higher Strike Put + Long 2 Lower Strike Puts)
Maximum Upside Reward	Limited to the extent of Net Premium Received
Maximum Downside Reward	Unlimited, once the underlying crosses below the lower breakeven point
Maximum Risk	Higher Strike Price - Lower Strike Price - Net Premium Received
Upper Breakeven Price	Higher Strike Price - Net Premium Received
Lower Breakeven Price	Lower Strike Price - Difference between Higher and Lower Strike + Net Premium Received
Payoff Calculation	Payoff of Short Put+ (2 * Payoff of Long Put)

In the above table, we have assumed the traditional 2:1 ratio wherein the trader is buying 2 Puts and selling 1 Put. However, note that this strategy can be executed using other combinations as well. The most commonly used long-short ratio is 2:1 followed by 3:2. For our discussion henceforth, we will assume a total of 3 legs i.e. 1 Put short at a higher strike and 2 Puts long at a lower strike.

Explaination of the Strategy

A Ratio Put Backspread is a strategy that involves selling a higher strike Put and simultaneously writing two lower strike Puts having the same strike, underlying, and expiration. As this strategy involves buying a greater number of Puts than selling, this is pre-dominantly a bearish strategy that benefits from a sharp decline in the price of the underlying instrument. Usually, this strategy is executed as a net credit strategy, because doing so enables the trader to make a small gain even if the underlying price moves higher. That said, this strategy can be executed as a net debit strategy as well. For our further discussion, we will be assuming this to be a net credit strategy.

The Ratio Put Backspread has two breakeven points: upper and lower. The strategy benefits if the underlying price is either above the upper breakeven point or below the lower breakeven point. If the underlying price is above the upper breakeven point, maximum profit is limited to the extent of net premium received. On the other hand, if the underlying price is below the lower breakeven point, maximum profit is potentially unlimited. Because of this feature, this is primarily a bearish strategy that must be deployed only when one is very bearish on the underlying and expects it to slump below the lower breakeven point. Meanwhile, the trader suffers a loss if the underlying price gets stuck between the two breakeven points. Maximum loss under this strategy occurs when the underlying is exactly at the lower strike price.

This strategy is highly attractive from a risk/reward perspective because of its limited risk-unlimited reward potential. However, remember that for this strategy to make money, the underlying price will either have to stay above the upper breakeven point or fall below the lower breakeven point. If it gets stuck between the two, the trader will suffer a loss. Hence, it is necessary to keep this in mind when executing this strategy so as to select the right strikes. Also, as this strategy benefits from a sharp move lower in the underlying price, ensure to select the underlying when it is exhibiting volatility, as high volatility is highly beneficial to this strategy.

Benefits of the Strategy

This is usually a net credit strategy that requires no upfront payment
If this is executed as a net credit strategy, it can profit from an up move in price as well
This strategy has an unlimited profit potential in case the underlying falls sharply
This strategy has limited risk

Drawbacks of the Strategy

Any stagnation in the underlying price between the two breakeven points will lead to losses
Because this strategy involves selling an option, it will require a greater margin in your trading account

Strategy Suggestions

Ensure that the trend is bearish and that you have conviction that the underlying price will fall sharply going forward
Keep in mind that the number of Puts bought must exceed the number of Puts sold. The ideal long-short ratio for this strategy is 2:1 and to some extent even 3:2.
When choosing strikes, don’t just randomly select any strike. Remember, you want the underlying price to fall beyond the lower breakeven point, so select strikes accordingly and realistically
The difference between the lower strike and the higher strike will be a trade-off between net credit and risk
The wider the difference between the two strikes, the larger would the net credit be but so would be the risk, and vice versa. This is because the wider the difference, the farther will the lower breakeven point be, meaning the larger will be the loss-making zone
Because this strategy benefits the most when the underlying price falls sharply, ensure that the underlying instrument being chosen for this strategy is exhibiting volatility
Because you have more long Puts than short Puts, Theta will work against you, especially as the underlying price starts falling and inches closer towards the strike of the long Puts
Because you have a greater number of long Puts than short Puts and because you want the underlying price to fall sharply, give yourself sufficient time to go right by selecting options that have ample life left
If there is less time left to expiration and if you still want to deploy this strategy, it would be wiser to execute this as a net debit strategy, so as to narrow the difference between the two strikes
Ensure there is sufficient liquidity in the underlying that is being chosen to initiate this strategy

Option Greeks for Ratio Put Backspread

Greek	Notes
Delta	Delta is usually positive at initiation, meaning a rise in the underlying price will benefit the option position. However, if the underlying price drops and moves below the upper breakeven point, Delta will start turning negative, which means a fall in the underlying price will now start benefiting the position, and vice versa.
Gamma	Gamma is initially negligible or slightly negative when the underlying price is at or near the higher strike. It starts rising as the underlying price falls and moves awayfrom the higher strike. This causes the Delta to turn negative and move lower. Gamma eventually peaks out near the lower strike and starts tapering after that. As a result, once the underlying drops below the lower strike, Delta continues declining but at a slower rate as it approaches its lower extreme.
Vega	When the underlying price is above the upper breakeven point, Vega is negative because of which rising volatility hurts the position, and vice versa. However, when the underlying price drops below the upper breakeven point, Vega turns positive because of which rising volatility starts benefiting the position, and vice versa. Vega tends to peak out near the lower strike, below which it starts declining, meaning the impact of volatility on option position will start reducing once the underlying price drops below the lower strike price.
Theta	When the underlying price is above the upper breakeven point, Theta is positive because of which time decay benefits the position. However, when the underlying price drops below the upper breakeven point, Theta turns negative because of which time decay starts hurting the position. Theta bottoms out near the lower strike, meaning it is at this point where the negative impact of time decay is the highest. Once the underlying price declines below the lower strike, the two long Puts become ITM, because of which the impact of Theta gradually starts tapering.
Rho	As this strategy involves buying two Puts as opposed to writing one Put, Rho turns negative as the underlying price falls and approaches the lower strike. As a result, rising interest rates can hurt the position at lower levels. That said, this is the least significant of the Greeks, especially in case of short-dated options.

Payoff of Ratio Put Backspread

The chart below shows the payoff of the Ratio Put Backspread strategy. This strategy has two breakeven points: upper and lower. The region outside the two breakeven points is the profit-making zone, while the region within the two breakeven points is the loss-making zone. As we can see in the chart, as long as the underlying price is at or above the higher strike, the trader gets to keep the entire net premium that he/she has received upfront. Similarly, if the underlying price drops below the lower breakeven point, the trader has the potential to earn unlimited profit, depending on how lower the underlying price falls below the lower breakeven point. Meanwhile, the maximum loss under this strategy occurs when the underlying price is exactly at the lower strike price.

Example of Ratio Put Backspread

Let us say that Mr. ABC is very bearish on the short-term outlook of Reliance Industries, based on which he has decided to initiate a Ratio Put Backspread strategy, wherein he will sell 1 ITM 1220 Put at ₹80 and buy 2 OTM 1100 Puts at ₹30 each. Let us summarize the details of the strategy below:

Strike price of shortPut = 1220
Strike price of longPut = 1100
Quantity of Puts sold = 1 lot
Quantity of Puts bought = 2 lots
ShortPut premium (higher strike) = ₹80
Long Put premium (lower strike) = ₹30
Net Credit = ₹20 (80 - 2 * 30)
Net Credit (in value terms) = ₹10,000 (20 * 500)
Upper breakeven point = 1200 (1220 - 20)
Lower breakeven point = 1000 (1100 - 120 + 20)
Maximum upside reward = ₹10,000
Maximum downside reward = unlimited
Maximum risk = ₹50,000 ((1220 - 1100 - 20) * 500)

Now, let us assume a few scenarios in terms of where Reliance Industries would be on the expiration date and the impact this would have on the profitability of the trade.

Underlying price at Expiration	Net Profit/Loss	Notes
1500	Profit of ₹10,000	Payoff = [80-maximum of (1220-1500,0)]+[2*{maximum of (1100-1500,0)-30}]. As the underlying price at expiration is above the upper breakeven price, the trader will make a profit
1400	Profit of ₹10,000	Payoff = [80-maximum of (1220-1400,0)]+[2*{maximum of (1100-1400,0)-30}]. As the underlying price at expiration is above the upper breakeven price, the trader will make a profit
1220	Profit of ₹10,000	Payoff = [80-maximum of (1220-1220,0)]+[2*{maximum of (1100-1220,0)-30}]. As the underlying price at expiration is above the upper breakeven price, the trader will make a profit
1210	Profit of ₹5,000	Payoff = [80-maximum of (1220-1210,0)]+[2*{maximum of (1100-1210,0)-30}]. As the underlying price at expiration is above the upper breakeven price, the trader will make a profit
1200	No profit, No loss	Payoff = [80-maximum of (1220-1200,0)]+[2*{maximum of (1100-1200,0)-30}]. As the underlying price at expiration is equal to the upper breakeven price, the trader will neither make a profit nor incur a loss
1150	Loss of ₹25,000	Payoff = [80-maximum of (1220-1150,0)]+[2*{maximum of (1100-1150,0)-30}]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
1100	Loss of ₹50,000	Payoff = [80-maximum of (1220-1100,0)]+[2*{maximum of (1100-1100,0)-30}]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
1050	Loss of ₹25,000	Payoff = [80-maximum of (1220-1050,0)]+[2*{maximum of (1100-1050,0)-30}]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
1000	No profit, No loss	Payoff = [80-maximum of (1220-1000,0)]+[2*{maximum of (1100-1000,0)-30}]. As the underlying price at expiration is equal to the lower breakeven price, the trader will neither make a profit nor incur a loss
900	Profit of ₹50,000	Payoff = [80-maximum of (1220-900,0)]+[2*{maximum of (1100-900,0)-30}]. As the underlying price at expiration is below the lower breakeven price, the trader will make a profit
800	Profit of ₹100,000	Payoff = [80-maximum of (1220-800,0)]+[2*{maximum of (1100-800,0)-30}]. As the underlying price at expiration is below the lower breakeven price, the trader will make a profit
700	Profit of ₹150,000	Payoff = [80-maximum of (1220-700,0)]+[2*{maximum of (1100-700,0)-30}]. As the underlying price at expiration is below the lower breakeven price, the trader will make a profit

Notice in the table that on the upside, no matter how higher the price of Reliance goes above the upper breakeven point, the trader makes a fixed maximum gain of ₹10,000. At the other extreme, observe that the lower the price of Reliance falls below the lower breakeven point, the higher would be the trader’s return. Meanwhile, if Reliance consolidates in between the two breakeven points, the trader will incur a loss. The maximum loss for this strategy is ₹50,000, which occurs when the price of Reliance is exactly at the lower strike price.

Next Chapter

Ratio Call and Ratio Put Spread

16 Lessons

In this chapter, we shall discuss two option strategies: Ratio Call Spread and Ratio Put Spread. We shall talk about the various aspects of these two strategies including payoffs, Greeks, and illustrations with examples.

Long Call Butterfly and Short Call Butterfly

17 Lessons

In this chapter, we shall discuss two option strategies: Long Call Butterfly and Short Call Butterfly. We shall talk about the various aspects of these two strategies including payoffs, Greeks, and illustrations with examples.

Comments & Discussions in

FYERS Community

Responses

shashanka commented on July 15th, 2020 at 5:00 PM
Good day Mr. Tejas,

Thanks for the detailed explanation.

One correction - the P/L chart for the Ratio call backspread and Ration put backspread is the same. Kindly rectify.

Thanks and regards,
Shashanka

Abhishek Chinchalkar commented on July 16th, 2020 at 7:59 AM
Hi Shashanka, thank you for noticing this. We'll make changes at the earliest.

wrBEIRqX commented on November 9th, 2023 at 7:47 PM
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wrBEIRqX commented on November 9th, 2023 at 8:37 PM
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wrBEIRqX commented on November 9th, 2023 at 8:45 PM
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-1 OR 2+871-871-1=0+0+0+1 -- commented on November 9th, 2023 at 8:46 PM
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-1 OR 2+451-451-1=0+0+0+1 commented on November 9th, 2023 at 8:46 PM
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-1' OR 2+920-920-1=0+0+0+1 -- commented on November 9th, 2023 at 8:46 PM
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-1' OR 2+208-208-1=0+0+0+1 or '4zdF3yWn'=' commented on November 9th, 2023 at 8:46 PM
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-1" OR 2+486-486-1=0+0+0+1 -- commented on November 9th, 2023 at 8:46 PM
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if(now()=sysdate(),sleep(15),0) commented on November 9th, 2023 at 8:46 PM
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0"XOR(if(now()=sysdate(),sleep(15),0))XOR"Z commented on November 9th, 2023 at 8:47 PM
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wrBEIRqX commented on November 9th, 2023 at 8:52 PM
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wrBEIRqX commented on November 9th, 2023 at 8:52 PM
-1 OR 2+410-410-1=0+0+0+1 --

wrBEIRqX commented on November 9th, 2023 at 8:52 PM
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wrBEIRqX commented on November 9th, 2023 at 8:53 PM
-1' OR 2+895-895-1=0+0+0+1 --

wrBEIRqX commented on November 9th, 2023 at 8:53 PM
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wrBEIRqX commented on November 9th, 2023 at 8:53 PM
-1" OR 2+762-762-1=0+0+0+1 --

wrBEIRqX commented on November 9th, 2023 at 8:53 PM
if(now()=sysdate(),sleep(15),0)

wrBEIRqX commented on November 9th, 2023 at 8:54 PM
0'XOR(if(now()=sysdate(),sleep(15),0))XOR'Z

wrBEIRqX commented on November 9th, 2023 at 8:54 PM
0"XOR(if(now()=sysdate(),sleep(15),0))XOR"Z

wrBEIRqX commented on November 9th, 2023 at 8:55 PM
(select(0)from(select(sleep(15)))v)/*'+(select(0)from(select(sleep(15)))v)+'"+(select(0)from(select(sleep(15)))v)+"*/

wrBEIRqX commented on November 9th, 2023 at 8:55 PM
-1; waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:56 PM
-1); waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:57 PM
1 waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:57 PM
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wrBEIRqX commented on November 9th, 2023 at 8:58 PM
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wrBEIRqX commented on November 9th, 2023 at 8:58 PM
-5) OR 875=(SELECT 875 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:59 PM
-1)) OR 696=(SELECT 696 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:59 PM
0WZ7mFqO' OR 284=(SELECT 284 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 9:00 PM
fGNcddNW') OR 264=(SELECT 264 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 9:00 PM
RUIjM1Y4')) OR 907=(SELECT 907 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 9:01 PM
555*DBMS_PIPE.RECEIVE_MESSAGE(CHR(99)||CHR(99)||CHR(99),15)

wrBEIRqX commented on November 9th, 2023 at 9:01 PM
555'||DBMS_PIPE.RECEIVE_MESSAGE(CHR(98)||CHR(98)||CHR(98),15)||'

wrBEIRqX commented on November 9th, 2023 at 9:01 PM
1'"

wrBEIRqX commented on November 9th, 2023 at 9:02 PM
@@34Pl8

wrBEIRqX commented on November 9th, 2023 at 9:02 PM
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wrBEIRqX commented on November 9th, 2023 at 9:03 PM
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wrBEIRqX commented on November 9th, 2023 at 9:04 PM
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wrBEIRqX commented on November 9th, 2023 at 9:05 PM
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wrBEIRqX commented on November 9th, 2023 at 9:06 PM
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wrBEIRqX commented on November 9th, 2023 at 9:07 PM
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wrBEIRqX commented on November 9th, 2023 at 9:08 PM
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wrBEIRqX commented on November 9th, 2023 at 9:09 PM
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wrBEIRqX commented on November 9th, 2023 at 9:10 PM
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wrBEIRqX commented on November 9th, 2023 at 9:11 PM
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wrBEIRqX commented on November 9th, 2023 at 9:12 PM
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wrBEIRqX commented on November 9th, 2023 at 9:13 PM
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wrBEIRqX commented on November 9th, 2023 at 9:14 PM
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wrBEIRqX commented on November 9th, 2023 at 9:15 PM
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wrBEIRqX commented on November 9th, 2023 at 9:16 PM
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wrBEIRqX commented on November 9th, 2023 at 9:17 PM
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wrBEIRqX commented on November 9th, 2023 at 9:18 PM
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wrBEIRqX commented on November 9th, 2023 at 9:27 PM
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wrBEIRqX commented on November 9th, 2023 at 9:28 PM
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wrBEIRqX commented on November 9th, 2023 at 9:40 PM
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wrBEIRqX commented on November 9th, 2023 at 10:07 PM
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zbdrariI commented on November 13th, 2023 at 2:08 AM
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zbdrariI commented on November 13th, 2023 at 2:25 AM
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zbdrariI commented on November 13th, 2023 at 2:26 AM
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1'" commented on November 13th, 2023 at 2:27 AM
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@@1HqlI commented on November 13th, 2023 at 2:27 AM
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zbdrariI commented on November 13th, 2023 at 2:28 AM
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zbdrariI commented on November 13th, 2023 at 2:30 AM
1'"

zbdrariI commented on November 13th, 2023 at 2:30 AM
@@geNaE

zbdrariI commented on November 13th, 2023 at 2:30 AM
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zbdrariI commented on November 13th, 2023 at 2:31 AM
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zbdrariI commented on November 13th, 2023 at 2:32 AM
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zbdrariI commented on November 13th, 2023 at 2:34 AM
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zbdrariI commented on November 13th, 2023 at 2:36 AM
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zbdrariI commented on November 13th, 2023 at 2:48 AM
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zbdrariI commented on November 13th, 2023 at 2:49 AM
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WkYxnTGh commented on December 2nd, 2023 at 10:29 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:37 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:41 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:42 PM
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1'" commented on December 2nd, 2023 at 10:45 PM
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@@pGH4G commented on December 2nd, 2023 at 10:45 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:45 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:46 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:52 PM
1'"

WkYxnTGh commented on December 2nd, 2023 at 10:52 PM
@@UHHoQ

WkYxnTGh commented on December 2nd, 2023 at 10:52 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:56 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:57 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:00 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:01 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:05 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:09 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:19 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:20 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:22 PM
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fKxorhrg commented on December 12th, 2023 at 11:59 AM
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wUmrLVWz commented on December 15th, 2023 at 5:19 PM
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wUmrLVWz commented on December 15th, 2023 at 5:27 PM
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wUmrLVWz commented on December 15th, 2023 at 5:29 PM
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wUmrLVWz commented on December 15th, 2023 at 5:30 PM
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1'" commented on December 15th, 2023 at 5:30 PM
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@@MLXQc commented on December 15th, 2023 at 5:31 PM
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wUmrLVWz commented on December 15th, 2023 at 5:31 PM
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wUmrLVWz commented on December 15th, 2023 at 5:32 PM
1'"

wUmrLVWz commented on December 15th, 2023 at 5:33 PM
@@HC08w

wUmrLVWz commented on December 15th, 2023 at 5:33 PM
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wUmrLVWz commented on December 15th, 2023 at 5:34 PM
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wUmrLVWz commented on December 15th, 2023 at 5:35 PM
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wUmrLVWz commented on December 15th, 2023 at 5:36 PM
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wUmrLVWz commented on December 15th, 2023 at 5:37 PM
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wUmrLVWz commented on December 15th, 2023 at 5:38 PM
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wUmrLVWz commented on December 15th, 2023 at 5:39 PM
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wUmrLVWz commented on December 15th, 2023 at 5:40 PM
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wUmrLVWz commented on December 15th, 2023 at 6:06 PM
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wUmrLVWz commented on December 15th, 2023 at 6:11 PM
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wUmrLVWz commented on December 15th, 2023 at 6:14 PM
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MmzHrrdb commented on December 31st, 2023 at 6:59 PM
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MmzHrrdb commented on December 31st, 2023 at 7:00 PM
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MmzHrrdb commented on December 31st, 2023 at 7:28 PM
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MmzHrrdb commented on December 31st, 2023 at 7:29 PM
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MmzHrrdb commented on December 31st, 2023 at 7:33 PM
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MmzHrrdb commented on December 31st, 2023 at 7:34 PM
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1'" commented on December 31st, 2023 at 7:35 PM
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@@WTAf7 commented on December 31st, 2023 at 7:36 PM
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MmzHrrdb commented on December 31st, 2023 at 7:36 PM
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MmzHrrdb commented on December 31st, 2023 at 7:37 PM
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MmzHrrdb commented on December 31st, 2023 at 7:40 PM
1'"

MmzHrrdb commented on December 31st, 2023 at 7:41 PM
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MmzHrrdb commented on December 31st, 2023 at 7:42 PM
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MmzHrrdb commented on December 31st, 2023 at 7:43 PM
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MmzHrrdb commented on December 31st, 2023 at 7:44 PM
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MmzHrrdb commented on December 31st, 2023 at 7:45 PM
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MmzHrrdb commented on December 31st, 2023 at 7:46 PM
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MmzHrrdb commented on December 31st, 2023 at 7:47 PM
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MmzHrrdb commented on December 31st, 2023 at 7:49 PM
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MmzHrrdb commented on December 31st, 2023 at 7:50 PM
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MmzHrrdb commented on December 31st, 2023 at 7:51 PM
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MmzHrrdb commented on December 31st, 2023 at 7:52 PM
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MmzHrrdb commented on December 31st, 2023 at 7:56 PM
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MmzHrrdb commented on December 31st, 2023 at 7:57 PM
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MmzHrrdb commented on December 31st, 2023 at 7:58 PM
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MmzHrrdb commented on December 31st, 2023 at 8:04 PM
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MmzHrrdb commented on December 31st, 2023 at 8:06 PM
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WkYxnTGh commented on January 4th, 2024 at 5:57 AM
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WkYxnTGh commented on January 4th, 2024 at 7:00 AM
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WkYxnTGh commented on January 4th, 2024 at 7:01 AM
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WkYxnTGh commented on January 4th, 2024 at 7:07 AM
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WkYxnTGh commented on January 4th, 2024 at 7:09 AM
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1'" commented on January 4th, 2024 at 7:14 AM
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@@znO0X commented on January 4th, 2024 at 7:14 AM
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WkYxnTGh commented on January 4th, 2024 at 7:16 AM
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WkYxnTGh commented on January 4th, 2024 at 7:19 AM
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WkYxnTGh commented on January 4th, 2024 at 7:29 AM
1'"

WkYxnTGh commented on January 4th, 2024 at 7:30 AM
@@UXDoz

WkYxnTGh commented on January 4th, 2024 at 7:30 AM
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WkYxnTGh commented on January 4th, 2024 at 7:31 AM
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WkYxnTGh commented on January 4th, 2024 at 7:36 AM
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WkYxnTGh commented on January 4th, 2024 at 7:37 AM
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WkYxnTGh commented on January 4th, 2024 at 7:38 AM
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WkYxnTGh commented on January 4th, 2024 at 7:41 AM
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WkYxnTGh commented on January 4th, 2024 at 7:43 AM
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WkYxnTGh commented on January 4th, 2024 at 7:44 AM
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WkYxnTGh commented on January 4th, 2024 at 7:49 AM
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WkYxnTGh commented on January 4th, 2024 at 7:50 AM
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WkYxnTGh commented on January 4th, 2024 at 8:00 AM
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WkYxnTGh commented on January 4th, 2024 at 8:36 AM
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WkYxnTGh commented on January 4th, 2024 at 8:37 AM
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WkYxnTGh commented on January 4th, 2024 at 8:39 AM
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zFPWdwPk commented on January 9th, 2024 at 7:39 PM
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zFPWdwPk commented on January 9th, 2024 at 8:21 PM
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zFPWdwPk commented on January 9th, 2024 at 8:22 PM
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zFPWdwPk commented on January 9th, 2024 at 8:23 PM
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1'" commented on January 9th, 2024 at 8:24 PM
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@@1UzNf commented on January 9th, 2024 at 8:25 PM
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zFPWdwPk commented on January 9th, 2024 at 8:25 PM
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zFPWdwPk commented on January 9th, 2024 at 8:27 PM
1'"

zFPWdwPk commented on January 9th, 2024 at 8:27 PM
@@gFhR7

zFPWdwPk commented on January 9th, 2024 at 8:27 PM
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zFPWdwPk commented on January 9th, 2024 at 8:28 PM
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zFPWdwPk commented on January 9th, 2024 at 8:29 PM
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zFPWdwPk commented on January 9th, 2024 at 8:30 PM
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zFPWdwPk commented on January 9th, 2024 at 8:31 PM
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zFPWdwPk commented on January 9th, 2024 at 8:32 PM
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zFPWdwPk commented on January 9th, 2024 at 8:33 PM
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zFPWdwPk commented on January 9th, 2024 at 8:34 PM
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zFPWdwPk commented on January 9th, 2024 at 8:53 PM
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zFPWdwPk commented on January 9th, 2024 at 8:55 PM
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zFPWdwPk commented on January 9th, 2024 at 8:56 PM
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JMgfoull commented on January 31st, 2024 at 7:43 AM
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JMgfoull commented on January 31st, 2024 at 7:46 AM
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JMgfoull commented on January 31st, 2024 at 7:47 AM
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JMgfoull commented on January 31st, 2024 at 7:51 AM
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JMgfoull commented on January 31st, 2024 at 7:52 AM
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1'" commented on January 31st, 2024 at 7:55 AM
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@@6ztUv commented on January 31st, 2024 at 7:55 AM
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JMgfoull commented on January 31st, 2024 at 7:55 AM
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JMgfoull commented on January 31st, 2024 at 7:56 AM
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JMgfoull commented on January 31st, 2024 at 8:00 AM
1'"

JMgfoull commented on January 31st, 2024 at 8:00 AM
@@xOqCq

JMgfoull commented on January 31st, 2024 at 8:01 AM
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JMgfoull commented on January 31st, 2024 at 8:02 AM
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JMgfoull commented on January 31st, 2024 at 8:04 AM
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JMgfoull commented on January 31st, 2024 at 8:05 AM
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JMgfoull commented on January 31st, 2024 at 8:06 AM
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JMgfoull commented on January 31st, 2024 at 8:08 AM
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JMgfoull commented on January 31st, 2024 at 8:09 AM
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JMgfoull commented on January 31st, 2024 at 8:10 AM
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JMgfoull commented on January 31st, 2024 at 8:13 AM
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JMgfoull commented on January 31st, 2024 at 8:17 AM
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JMgfoull commented on January 31st, 2024 at 8:48 AM
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kYaZsHyN commented on February 5th, 2024 at 4:47 AM
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kYaZsHyN commented on February 5th, 2024 at 5:26 AM
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kYaZsHyN commented on February 5th, 2024 at 5:29 AM
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kYaZsHyN commented on February 5th, 2024 at 5:37 AM
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kYaZsHyN commented on February 5th, 2024 at 5:39 AM
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1'" commented on February 5th, 2024 at 5:43 AM
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@@n7hRN commented on February 5th, 2024 at 5:44 AM
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kYaZsHyN commented on February 5th, 2024 at 5:45 AM
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kYaZsHyN commented on February 5th, 2024 at 5:47 AM
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kYaZsHyN commented on February 5th, 2024 at 5:54 AM
1'"

kYaZsHyN commented on February 5th, 2024 at 5:54 AM
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kYaZsHyN commented on February 5th, 2024 at 5:55 AM
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kYaZsHyN commented on February 5th, 2024 at 5:56 AM
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kYaZsHyN commented on February 5th, 2024 at 5:59 AM
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kYaZsHyN commented on February 5th, 2024 at 6:00 AM
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kYaZsHyN commented on February 5th, 2024 at 6:01 AM
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kYaZsHyN commented on February 5th, 2024 at 6:03 AM
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kYaZsHyN commented on February 5th, 2024 at 6:05 AM
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kYaZsHyN commented on February 5th, 2024 at 6:08 AM
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kYaZsHyN commented on February 5th, 2024 at 6:09 AM
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kYaZsHyN commented on February 5th, 2024 at 6:11 AM
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kYaZsHyN commented on February 5th, 2024 at 6:14 AM
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kYaZsHyN commented on February 5th, 2024 at 6:16 AM
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kYaZsHyN commented on February 5th, 2024 at 6:23 AM
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kYaZsHyN commented on February 5th, 2024 at 6:24 AM
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kYaZsHyN commented on February 5th, 2024 at 6:26 AM
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kYaZsHyN commented on February 5th, 2024 at 6:34 AM
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kYaZsHyN commented on February 5th, 2024 at 6:48 AM
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kYaZsHyN commented on February 5th, 2024 at 6:52 AM
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kYaZsHyN commented on February 5th, 2024 at 6:56 AM
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xZlKFHlU commented on February 16th, 2024 at 6:14 PM
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xZlKFHlU commented on February 16th, 2024 at 6:15 PM
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xZlKFHlU commented on February 16th, 2024 at 6:16 PM
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xZlKFHlU commented on February 16th, 2024 at 7:01 PM
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xZlKFHlU commented on February 16th, 2024 at 7:03 PM
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xZlKFHlU commented on February 16th, 2024 at 7:07 PM
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xZlKFHlU commented on February 16th, 2024 at 7:08 PM
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xZlKFHlU commented on February 16th, 2024 at 7:10 PM
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xZlKFHlU commented on February 16th, 2024 at 7:11 PM
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xZlKFHlU commented on February 16th, 2024 at 7:12 PM
1'"

xZlKFHlU commented on February 16th, 2024 at 7:13 PM
1'"

xZlKFHlU commented on February 16th, 2024 at 7:15 PM
@@QtRoQ

xZlKFHlU commented on February 16th, 2024 at 7:16 PM
@@QtRoQ

xZlKFHlU commented on February 16th, 2024 at 7:18 PM
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xZlKFHlU commented on February 16th, 2024 at 7:19 PM
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xZlKFHlU commented on February 16th, 2024 at 7:20 PM
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xZlKFHlU commented on February 16th, 2024 at 7:21 PM
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xZlKFHlU commented on February 16th, 2024 at 7:22 PM
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xZlKFHlU commented on February 16th, 2024 at 7:23 PM
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xZlKFHlU commented on February 16th, 2024 at 7:24 PM
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xZlKFHlU commented on February 16th, 2024 at 7:25 PM
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xZlKFHlU commented on February 16th, 2024 at 7:27 PM
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xZlKFHlU commented on February 16th, 2024 at 7:28 PM
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xZlKFHlU commented on February 16th, 2024 at 7:29 PM
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xZlKFHlU commented on February 16th, 2024 at 7:32 PM
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xZlKFHlU commented on February 16th, 2024 at 7:33 PM
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xZlKFHlU commented on February 16th, 2024 at 7:39 PM
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xZlKFHlU commented on February 16th, 2024 at 7:40 PM
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xZlKFHlU commented on February 16th, 2024 at 7:42 PM
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xZlKFHlU commented on February 16th, 2024 at 7:43 PM
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xZlKFHlU commented on February 16th, 2024 at 8:01 PM
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xZlKFHlU commented on February 16th, 2024 at 8:08 PM
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wUmrLVWz commented on March 8th, 2024 at 12:42 PM
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wUmrLVWz commented on March 8th, 2024 at 1:22 PM
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wUmrLVWz commented on March 8th, 2024 at 1:23 PM
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wUmrLVWz commented on March 8th, 2024 at 1:25 PM
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wUmrLVWz commented on March 8th, 2024 at 1:26 PM
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1'" commented on March 8th, 2024 at 1:26 PM
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@@FcS6U commented on March 8th, 2024 at 1:27 PM
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wUmrLVWz commented on March 8th, 2024 at 1:28 PM
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wUmrLVWz commented on March 8th, 2024 at 1:29 PM
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wUmrLVWz commented on March 8th, 2024 at 1:30 PM
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wUmrLVWz commented on March 8th, 2024 at 1:30 PM
@@Cneju

wUmrLVWz commented on March 8th, 2024 at 1:32 PM
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wUmrLVWz commented on March 8th, 2024 at 1:33 PM
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wUmrLVWz commented on March 8th, 2024 at 1:34 PM
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wUmrLVWz commented on March 8th, 2024 at 1:35 PM
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wUmrLVWz commented on March 8th, 2024 at 1:36 PM
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wUmrLVWz commented on March 8th, 2024 at 1:37 PM
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wUmrLVWz commented on March 8th, 2024 at 1:38 PM
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wUmrLVWz commented on March 8th, 2024 at 1:40 PM
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wUmrLVWz commented on March 8th, 2024 at 1:41 PM
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wUmrLVWz commented on March 8th, 2024 at 2:32 PM
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wUmrLVWz commented on March 8th, 2024 at 2:36 PM
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MmzHrrdb commented on March 13th, 2024 at 10:34 AM
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MmzHrrdb commented on March 13th, 2024 at 11:02 AM
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MmzHrrdb commented on March 13th, 2024 at 11:03 AM
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MmzHrrdb commented on March 13th, 2024 at 11:05 AM
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MmzHrrdb commented on March 13th, 2024 at 11:07 AM
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1'" commented on March 13th, 2024 at 11:07 AM
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@@Ukaev commented on March 13th, 2024 at 11:08 AM
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MmzHrrdb commented on March 13th, 2024 at 11:08 AM
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MmzHrrdb commented on March 13th, 2024 at 11:09 AM
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MmzHrrdb commented on March 13th, 2024 at 11:11 AM
1'"

MmzHrrdb commented on March 13th, 2024 at 11:11 AM
@@jFKBF

MmzHrrdb commented on March 13th, 2024 at 11:12 AM
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MmzHrrdb commented on March 13th, 2024 at 11:13 AM
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MmzHrrdb commented on March 13th, 2024 at 11:14 AM
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MmzHrrdb commented on March 13th, 2024 at 11:15 AM
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MmzHrrdb commented on March 13th, 2024 at 11:17 AM
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MmzHrrdb commented on March 13th, 2024 at 11:18 AM
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MmzHrrdb commented on March 13th, 2024 at 11:19 AM
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MmzHrrdb commented on March 13th, 2024 at 11:22 AM
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MmzHrrdb commented on March 13th, 2024 at 11:23 AM
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MmzHrrdb commented on March 13th, 2024 at 11:24 AM
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MmzHrrdb commented on March 13th, 2024 at 12:03 PM
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MmzHrrdb commented on March 13th, 2024 at 12:06 PM
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MmzHrrdb commented on March 13th, 2024 at 12:08 PM
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CpjJwWHV commented on March 16th, 2024 at 1:04 PM
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CpjJwWHV commented on March 16th, 2024 at 1:07 PM
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CpjJwWHV commented on March 16th, 2024 at 2:29 PM
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CpjJwWHV commented on March 16th, 2024 at 2:32 PM
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CpjJwWHV commented on March 16th, 2024 at 2:33 PM
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1'" commented on March 16th, 2024 at 2:34 PM
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@@k3D3A commented on March 16th, 2024 at 2:34 PM
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CpjJwWHV commented on March 16th, 2024 at 2:34 PM
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CpjJwWHV commented on March 16th, 2024 at 2:35 PM
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CpjJwWHV commented on March 16th, 2024 at 2:37 PM
1'"

CpjJwWHV commented on March 16th, 2024 at 2:38 PM
@@cWhHA

CpjJwWHV commented on March 16th, 2024 at 2:39 PM
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CpjJwWHV commented on March 16th, 2024 at 2:40 PM
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CpjJwWHV commented on March 16th, 2024 at 2:41 PM
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CpjJwWHV commented on March 16th, 2024 at 2:42 PM
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CpjJwWHV commented on March 16th, 2024 at 2:43 PM
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CpjJwWHV commented on March 16th, 2024 at 2:44 PM
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CpjJwWHV commented on March 16th, 2024 at 2:45 PM
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CpjJwWHV commented on March 16th, 2024 at 2:46 PM
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CpjJwWHV commented on March 16th, 2024 at 2:47 PM
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CpjJwWHV commented on March 16th, 2024 at 3:54 PM
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CpjJwWHV commented on March 16th, 2024 at 3:59 PM
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CpjJwWHV commented on March 18th, 2024 at 5:44 AM
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CpjJwWHV commented on March 18th, 2024 at 5:45 AM
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CpjJwWHV commented on March 18th, 2024 at 6:03 AM
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CpjJwWHV commented on March 18th, 2024 at 6:04 AM
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CpjJwWHV commented on March 18th, 2024 at 6:08 AM
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CpjJwWHV commented on March 18th, 2024 at 6:09 AM
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1'" commented on March 18th, 2024 at 6:10 AM
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@@JmFdG commented on March 18th, 2024 at 6:10 AM
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CpjJwWHV commented on March 18th, 2024 at 6:11 AM
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CpjJwWHV commented on March 18th, 2024 at 6:12 AM
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CpjJwWHV commented on March 18th, 2024 at 6:13 AM
1'"

CpjJwWHV commented on March 18th, 2024 at 6:14 AM
@@dLBDe

CpjJwWHV commented on March 18th, 2024 at 6:15 AM
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CpjJwWHV commented on March 18th, 2024 at 6:16 AM
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CpjJwWHV commented on March 18th, 2024 at 6:17 AM
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CpjJwWHV commented on March 18th, 2024 at 6:18 AM
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CpjJwWHV commented on March 18th, 2024 at 6:19 AM
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CpjJwWHV commented on March 18th, 2024 at 6:21 AM
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CpjJwWHV commented on March 18th, 2024 at 6:22 AM
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CpjJwWHV commented on March 18th, 2024 at 6:25 AM
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CpjJwWHV commented on March 18th, 2024 at 6:26 AM
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CpjJwWHV commented on March 18th, 2024 at 6:29 AM
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CpjJwWHV commented on March 18th, 2024 at 7:37 AM
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CpjJwWHV commented on March 18th, 2024 at 7:41 AM
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CpjJwWHV commented on March 18th, 2024 at 7:44 AM
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jJQaBOcg commented on March 18th, 2024 at 4:25 PM
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jJQaBOcg commented on March 18th, 2024 at 4:26 PM
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jJQaBOcg commented on March 18th, 2024 at 5:37 PM
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jJQaBOcg commented on March 18th, 2024 at 5:39 PM
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jJQaBOcg commented on March 18th, 2024 at 5:46 PM
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jJQaBOcg commented on March 18th, 2024 at 5:47 PM
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jJQaBOcg commented on March 18th, 2024 at 5:52 PM
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jJQaBOcg commented on March 18th, 2024 at 5:54 PM
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jJQaBOcg commented on March 18th, 2024 at 5:55 PM
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jJQaBOcg commented on March 18th, 2024 at 5:59 PM
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jJQaBOcg commented on March 18th, 2024 at 6:00 PM
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jJQaBOcg commented on March 18th, 2024 at 6:02 PM
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jJQaBOcg commented on March 18th, 2024 at 6:03 PM
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jJQaBOcg commented on March 18th, 2024 at 6:04 PM
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jJQaBOcg commented on March 18th, 2024 at 6:15 PM
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fKxorhrg commented on March 21st, 2024 at 12:00 PM
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fKxorhrg commented on March 21st, 2024 at 12:01 PM
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fKxorhrg commented on March 21st, 2024 at 12:15 PM
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fKxorhrg commented on March 21st, 2024 at 12:16 PM
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fKxorhrg commented on March 21st, 2024 at 12:22 PM
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fKxorhrg commented on March 21st, 2024 at 12:24 PM
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fKxorhrg commented on March 21st, 2024 at 12:31 PM
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fKxorhrg commented on March 21st, 2024 at 12:35 PM
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fKxorhrg commented on March 21st, 2024 at 12:36 PM
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fKxorhrg commented on March 21st, 2024 at 12:39 PM
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fKxorhrg commented on March 21st, 2024 at 12:40 PM
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fKxorhrg commented on March 21st, 2024 at 12:41 PM
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fKxorhrg commented on March 21st, 2024 at 12:42 PM
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fKxorhrg commented on March 21st, 2024 at 12:43 PM
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fKxorhrg commented on March 21st, 2024 at 12:45 PM
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fKxorhrg commented on March 21st, 2024 at 12:47 PM
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fKxorhrg commented on March 21st, 2024 at 12:48 PM
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fKxorhrg commented on March 21st, 2024 at 12:49 PM
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fKxorhrg commented on March 21st, 2024 at 12:50 PM
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fKxorhrg commented on March 21st, 2024 at 12:52 PM
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fKxorhrg commented on March 21st, 2024 at 12:54 PM
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fKxorhrg commented on March 21st, 2024 at 1:00 PM
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fKxorhrg commented on March 21st, 2024 at 1:01 PM
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fKxorhrg commented on March 21st, 2024 at 1:04 PM
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fKxorhrg commented on March 21st, 2024 at 2:16 PM
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fKxorhrg commented on March 21st, 2024 at 2:21 PM
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fKxorhrg commented on March 21st, 2024 at 2:22 PM
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JMgfoull commented on March 23rd, 2024 at 8:01 AM
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JMgfoull commented on March 23rd, 2024 at 8:13 AM
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JMgfoull commented on March 23rd, 2024 at 8:15 AM
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JMgfoull commented on March 23rd, 2024 at 10:22 AM
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JMgfoull commented on March 23rd, 2024 at 10:22 AM
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JMgfoull commented on March 23rd, 2024 at 10:23 AM
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JMgfoull commented on March 23rd, 2024 at 10:23 AM
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JMgfoull commented on March 23rd, 2024 at 10:24 AM
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JMgfoull commented on March 23rd, 2024 at 10:24 AM
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JMgfoull commented on March 23rd, 2024 at 10:24 AM
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JMgfoull commented on March 23rd, 2024 at 10:24 AM
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JMgfoull commented on March 23rd, 2024 at 10:25 AM
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JMgfoull"&&sleep(27*1000)*waeijf&&" commented on March 23rd, 2024 at 10:25 AM
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JMgfoull commented on March 23rd, 2024 at 10:25 AM
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JMgfoull commented on March 23rd, 2024 at 10:25 AM
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JMgfoull commented on March 23rd, 2024 at 10:25 AM
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JMgfoull commented on March 23rd, 2024 at 10:25 AM
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JMgfoull"||sleep(27*1000)*itxivn||" commented on March 23rd, 2024 at 10:26 AM
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JMgfoull commented on March 23rd, 2024 at 10:26 AM
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${@print(md5(31337))} commented on March 23rd, 2024 at 10:27 AM
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JMgfoull commented on March 23rd, 2024 at 10:27 AM
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JMgfoull commented on March 23rd, 2024 at 10:27 AM
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JMgfoull commented on March 23rd, 2024 at 10:27 AM
;assert(base64_decode('cHJpbnQobWQ1KDMxMzM3KSk7'));

JMgfoull commented on March 23rd, 2024 at 10:28 AM
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JMgfoull commented on March 23rd, 2024 at 10:29 AM
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JMgfoull commented on March 23rd, 2024 at 10:52 AM
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JMgfoull commented on March 23rd, 2024 at 10:53 AM
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JMgfoull commented on March 23rd, 2024 at 10:53 AM
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JMgfoull commented on March 23rd, 2024 at 10:54 AM
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JMgfoull commented on March 23rd, 2024 at 10:56 AM
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JMgfoull commented on March 23rd, 2024 at 10:59 AM
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JMgfoull commented on March 23rd, 2024 at 10:59 AM
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JMgfoull commented on March 23rd, 2024 at 11:00 AM
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JMgfoull commented on March 23rd, 2024 at 11:01 AM
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JMgfoull commented on March 23rd, 2024 at 11:01 AM
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JMgfoull commented on March 23rd, 2024 at 11:02 AM
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JMgfoull commented on March 23rd, 2024 at 11:02 AM
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JMgfoull commented on March 23rd, 2024 at 11:02 AM
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JMgfoull commented on March 23rd, 2024 at 11:03 AM
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JMgfoull commented on March 23rd, 2024 at 11:04 AM
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JMgfoull commented on March 23rd, 2024 at 11:07 AM
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JMgfoull commented on March 23rd, 2024 at 11:18 AM
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JMgfoull commented on March 23rd, 2024 at 11:55 AM
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JMgfoull commented on March 23rd, 2024 at 11:59 AM
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JMgfoull commented on March 23rd, 2024 at 12:02 PM
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JCfUZQsq commented on April 2nd, 2024 at 2:15 AM
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JCfUZQsq commented on April 2nd, 2024 at 3:07 AM
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JCfUZQsq commented on April 2nd, 2024 at 3:08 AM
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JCfUZQsq commented on April 2nd, 2024 at 3:11 AM
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JCfUZQsq commented on April 2nd, 2024 at 3:21 AM
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JCfUZQsq commented on April 2nd, 2024 at 3:22 AM
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JCfUZQsq commented on April 2nd, 2024 at 3:23 AM
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MmzHrrdb commented on April 4th, 2024 at 10:16 AM
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MmzHrrdb commented on April 4th, 2024 at 10:17 AM
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MmzHrrdb commented on April 4th, 2024 at 11:12 AM
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MmzHrrdb commented on April 4th, 2024 at 11:13 AM
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MmzHrrdb commented on April 4th, 2024 at 11:22 AM
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MmzHrrdb commented on April 4th, 2024 at 11:29 AM
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MmzHrrdb commented on April 4th, 2024 at 11:30 AM
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MmzHrrdb commented on April 4th, 2024 at 11:32 AM
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MmzHrrdb commented on April 4th, 2024 at 11:33 AM
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MmzHrrdb commented on April 4th, 2024 at 11:35 AM
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MmzHrrdb commented on April 4th, 2024 at 11:36 AM
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MmzHrrdb commented on April 4th, 2024 at 11:40 AM
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MmzHrrdb commented on April 4th, 2024 at 11:41 AM
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MmzHrrdb commented on April 4th, 2024 at 11:42 AM
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MmzHrrdb commented on April 4th, 2024 at 12:39 PM
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MmzHrrdb commented on April 4th, 2024 at 12:44 PM
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1. Introduction to Stock Markets

2. Technical Analysis

3. Fundamental Analysis

4. Commodities

5. Currencies

6. Options

7. Options Strategies

8. Futures

9. Intermarket Analysis and Sector Rotation

10. Risk and Money Management

11. Trading Psychology

Ratio Call and Ratio Put Backspread

RATIO CALL BACKSPREAD

Explanation of the Strategy

Benefits of the Strategy

Drawbacks of the Strategy

Strategy Suggestions

Option Greeks for Ratio Call Backspread

Payoff of Ratio Call Backspread

Example of Ratio Call Backspread

Ratio Put Backspread

Explaination of the Strategy

Benefits of the Strategy

Drawbacks of the Strategy

Strategy Suggestions

Option Greeks for Ratio Put Backspread

Payoff of Ratio Put Backspread

Example of Ratio Put Backspread

Next Chapter

Ratio Call and Ratio Put Spread

Long Call Butterfly and Short Call Butterfly

Responses