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neutral strategies

Short Straddles

Analyzing the risk profile of a short straddle

Recap

  • Short straddles are established by selling a put and call at the same strike
  • They are typically neutral strategies but can be skewed to one direction or the other
  • Short straddles carry undefined risk on BOTH sides of their profit zone
  • Short straddles profit when option prices decline and lose when option prices rise
  • The most you can make on a straddle is the credit you receive
  • The odds of making 100% of the maximum profit potential is near 0

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neutral strategies