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SIE: Options
SIE practice questionhardSpreads

A bear call spread’s maximum loss occurs if:

  1. AStock closes at the lower strike price
  2. BStock falls below the lower strike price
  3. CStock remains between the strikes
  4. DStock rises above the higher strike price✓ Correct answer
Explanation

Why DStock rises above the higher strike price

Bear call spreads lose the most if the stock rises above both strikes, requiring shares to be delivered at a loss. B is max gain, C and D are not the worst case.

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