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Being caught between the Scylla and Charybdis means to be caught in a situation that is extremely challenging. There is no good way to get through the situation, and any choice one makes will engender losses. The metaphor is comparable to the phrase being caught between a rock and a hard place, or a rock and a whirlpool.
The origin of the phrase can be traced to Homer’s Odyssey. On the journey home, Odysseus must navigate a narrow strait. On one side of the strait is a monster called Scylla, which will happily eat any sailors within her grasp. On the other side, is Charybdis, a whirlpool monster that will suck a ship down into the depths of the sea.
Odysseus is fairly stuck in trying to successfully navigate between the Scylla and Charybdis. In order to avoid the whirlpool, he must maneuver close enough to the Scylla for his sailors to be devoured. The Scylla is described as having six heads, which each grab a soldier and eat it. However, his alternative would be to sacrifice all his men by facing Charybdis.
Homer’s description relates directly to its present meaning in common usage. There is no way to be stuck between the Scylla and Charybdis without suffering some kind of loss. The question one asks in a difficult situation must be: "In what way can I encounter the fewest losses?" Odysseus chooses to navigate the difficult choice in this fashion. He faces death for some, but not all of his men.
A less deadly example of the phrase occurs in the first Harry Potter novel. Harry, Ron and Hermione face such a choice while playing a game of chess. Ron realizes the game is only winnable if he sacrifices himself. However, since this is wizard chess, Ron risks his own life through the sacrifice, in the hopes that Harry and Hermione will advance forward and confront Voldemort. In fact, most chess games work on this principle. One has to make calculated sacrifices in order to win.
Since Troy certainly existed, many scholars have actually tried to find a physical location that corresponds to the Scylla and Charybdis. Until recently, most people identified the Strait of Messina as closest to Homer’s description, minus the monsters. It is a narrow strait, and is opposite a rock called the Scylla, and also includes a whirlpool. However, the whirlpool is not particularly strong and rarely poses a danger.
Others have identified the location as Cape Skilla. Cape Skilla is closer to Greece and has geographical features in keeping with Homer’s description. Regardless of an actual physical location that might have inspired Homer’s imagination, the phrase is commonly used, as meaning a challenging situation which one cannot escape without great difficulty and loss. There is no easy choice when one is caught between the Scylla and Charybdis, and no simple solution to the tangle.