Webinar: Beyond Directional Thinking: Understanding Straddles and Strangles

Straddles and strangles are two option strategies that involve holding both a call and a put on the same underlying asset. This session examines how each is structured, what distinguishes one from the other and how key variables — including the Greeks — affect the position over time. During this session, OIC instructor Ken Keating will cover topics including:

• How straddles and strangles are constructed and what structurally separates the two
• How Delta, Theta and Vega each influence the position throughout its life
• How breakeven points are calculated and how to read potential profit and loss across a range of outcomes
• Approaches to monitoring and adjusting the position as expiration approaches or market conditions shift

Register today for this educational session and gain access to our complete library of market resources.