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  • Strangle Strategy

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    Niraj Kumar
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    ha

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    ha

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    13 views1 page

    Strangle Strategy

    Uploaded by

    Niraj Kumar
    ha

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Long Iron fly:

    Sell 1 $35 MSFT Put at $50 (Premium)

    Buy 1 $45 MSFT Put at $300 (Premium)

    Sell 1 $45 MSFT Call at $300 (Premium)

    Sell 1 $55 MSFT Call at $50 (Premium)

    Initial Debit (Loss): $500 ($100 – 600 =Minus500) (Max Loss)

    Short Iron fly:

    Sell 1 $45 MSFT Call at $2 (Premium)

    Buy 1 $50 MSFT Call at $4 (Premium)

    Buy 1 $50 MSFT Call at $4 (Premium)

    Sell 1 $55 MSFT Call at $3 (Premium)

    Initial Credit (Profit): $300 ($4+4 – 2+3 =3) (Max Profit)

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