When initiating a credit spread, some traders may consider accepting a lower credit, for an even deeper otm safety cushion, and thus a subsequent higher "probability" for a successful outcome. In theory, this makes sense. But here is the potential problem with that theory: If you compensate for that lower credit with a higher number of contracts, and/or you use high priced strikes for your spreads, you now face a potential double delema. That being, you know you can not possibly buy most of those contracts, if the stock falls between your strikes.... particularly if your strikes are high priced. And you also know you risk a total loss of your cash, if the stock falls below both strikes. Therefore, because of the amount of cash required to buy all those contracts, and/or the amount of cash you risk losing if stock drops below both strikes, the stress of being in that "no win" situation, will make you afraid to let the stock drop anywhere near your upper strike. Therefore, that deep otm safety cushion you had when you initiated the trade, becomes more "theoretical" than reality based,... as your fear increases the closer your stock gets to your upper strike. Thus, you must consider closing down the trade, even while the stock is still somewhat otm, as the closer it gets to that upper strike, the more dire the consequences. So my question is, what good is a super deep otm safety cushion, if you fear letting it even come close to being tested? While this situation may not be as serious if only one stock is traded, it becomes increasingly more serious, as the number of spreads in your portfolio increases. Particularly if they are all dropping at the same time, during an overall market correction,... and you know you can not possibly buy all those contracts. And/or you fear a devastating wipe out of your account, if you let the stocks continue to drop below both strikes. So I again ask.... What good is a super deep credit spread otm safety cushion, if you fear letting it even come close to being tested? Hence a not so obvious risk of a portfolio composed of credit spreads,.... even if they are all initiated super deep otm, instead of taking a higher credit.