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non-synthetic futures and option strategies

long straddle

option straddle (long straddle)

the long straddle, also known as buy straddle or simply "straddle", is a neutral strategy in options trading that involve the simultaneously buying of a put  and a call  of the same underlying stock,  striking price and expiration date.

long straddle construction
buy 1 at the money call
buy 1 at the money put

short straddle

short straddle (sell straddle)

the short straddle - a.k.a. sell straddle or naked straddle sale - is a neutral options strategy that involve the simultaneous selling of a put and a call of the same underlying stock, striking price and expiration date.

short straddle construction
sell 1 atthe money call
sell 1 at the money put

short strangle

short strangle (sell strangle)

the short strangle, also known as sell strangle, is a neutral strategy in options trading that involve the simultaneous selling of a slightly out-of-the-money put and a slightly out-of-the-money call  of the same underlying stock and expiration date.

short strangle construction
sell 1 out the money call
sell 1 out the money put

long strangle

option strangle (long strangle)

the long strangle, also known as buy strangle or simply "strangle", is a neutral strategy in options trading that involve the simultaneous buying of a slightly out-of-the-money put  and a slightly out-of-the-money call  of the same underlying stock and expiration date.

long strangle construction
buy 1 out the money call
buy 1 out the money put

ratio call spread

call ratio spread

the ratio spread is a neutral strategy in options trading that involves buying a number of options and selling more options of the same underlying stock and expiration date at a different strike price. it is a limited profit, unlimited risk options trading strategy that is taken when the options trader thinks that the underlying stock will experience little volatility in the near term.

ratio spread construction
buy 1 atthe money call
sell 2 out the money calls

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