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Short Straddle...做法 (图)

(2006-12-27 06:36:44) 下一个

STRATEGY

Short Straddle

MARKET OPINION

Neutral or stable

MARKET POSITION

Sell a call and sell a put on the same commodity with the same expiration date and strike price

OPTION STRATEGY
DEBIT/CREDIT

Net credit [premium received on both options]

PROFIT POTENTIAL

Limited to the net credit

PROFIT POINT

Any futures price between the [strike price minus the net credit] and the [strike price plus the net credit]; maximum profit point is when the futures price equals the strike price

LOSS POTENTIAL

Unlimited [except to the extent that the futures price cannot fall below zero]

LOSS POINT

Any futures price that is less than the [strike price minus the net credit] or greater than the [strike price plus the net credit]

BREAK-EVEN-POINT

Two break-even points [strike price + net credit] or [strike price - net credit]

MARGIN REQUIRED

Yes

DELTA

- [Delta of call sold]
- [Delta of put sold]

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