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Long Straddle |
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Long straddle Long Straddle The act or state of having a long position in both a put option and a call option with the same underlying asset, strike price, and expiration date. An investor may take a long straddle when he/she believes that the market for the underlying asset will be volatile and will undergo dramatic price changes, but is unsure of which direction the changes will go. The long straddle allows the investor to profit regardless of which direction the underlying moves. It is also called a bullish straddle. See also: Straddle. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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