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neutral strategies

Short Strangles

Analyzing the risk profile of a short strangle

Recap

  • Short strangles are established by selling an OTM call and an OTM put
  • They are typically neutral strategies but can be skewed to one direction or the other
  • Strangles carry undefined risk on BOTH sides of their profit zone
  • The wider the strangle, the higher POP and the lower the profit potential
  • Short strangles profit when option prices decline and lose when option prices rise
  • The most you can make on a strangle is the credit you receive

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neutral strategies