Tuesday, 11 June 2013

LONG STRANGLE STRATEGY

Components
Long one put option with a lower strike price and long one call option at a higher strike price.
Risk / Reward
Maximum Loss: Limited to the total premium paid for the call and put options.
Maximum Gain: Unlimited as the market moves in either direction.
Characteristics
When to use: When you are bullish on volatility but are unsure of market direction....

A long strangle is similar to a straddle except the strike prices are further apart, which lowers the cost of putting on the spread but also widens the gap needed for the market to rise/fall beyond in order to be profitable.
Like long straddles, buying strangles is best when implied volatility is low or you expect a large movement of market price in either direction.


10 comments:

  1. Hello Nishita,

    Nice to meet someone specializing in Options!!!

    You were very correct and precise in guiding that when we expect high volatility buying long strangles can be good strategy.

    Mam, how far the OTM call put should be in percentage from underlying?

    One thing I would like to request you which will make this blog much more effective.

    Nishita, whenever you are giving some theoretical concept, say like straddle/strangle please explain it with some historical example also. For eg. in strangle or straddle you can post example of Infosys(April 13 series) and Unitech (May 13 series).

    One more thing, I dont know whether readers are allowed to post their recommendations/observations in your blog, please do tell.

    Regards,

    Kishore-Pune

    ReplyDelete
    Replies
    1. Thanks sir for your remarks.i have got your point you can also Check option

      Delete
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    ReplyDelete
    Replies
    1. sir the down fall was certain due to international cues.you can also Check option

      Delete
  3. Hi Mam,

    Greetings!!

    It would of immense help for option followers if you post a article on Implied Volatility. Since it plays a very important role in pricing of options and can be helpful in entering and exit of position in options.

    Mam, do guide where do I find charts for historical volatility and daily IV of stocks.

    Regards,

    Kishore-Pune.


    ReplyDelete
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  5. A very informative article. Thank you for sharing your knowledge.

    ReplyDelete
  6. girraj mantani22 June 2013 at 11:29

    I love everything you've posted , I will wait to see you will post next strategy for trade!

    ReplyDelete
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