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Straddles & Strangles

Direction-neutral volatility strategies: buying a call and a put together to profit from a big move either way. The long straddle (same strike) and long strangle (cheaper, wider strikes), their V-shaped payoffs, two break-evens, the volatility-crush trap, and when betting on movement beats betting on direction.

14 min readPublished 25 June 2026

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The Option Greeks: Vega & Implied Volatility

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