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Assume the OKLI is currently at 910. You write one March 910 OKLI call option at 20.5 points and you also write one Marc

Posted: Tue Jul 05, 2022 1:37 pm
by answerhappygod
Assume the OKLI is currently at 910. You write one March 910 OKLI call option at 20.5 points and you also write one March 910 OKLI put option at 18.0 points. Assume there are 45 days to expiry. What is the common name for this strategy?
a.
Long Straddle
b.
Short Straddle
c.
Long Strangle
d.
Short Strangle