Back to overview
Volatility strategyIntermediate
Long Straddle
Buy a call and put at the same strike – profits from large moves either way.
When to use
Before major events (earnings, Fed) with low IV.
Step-by-step
- 1
Pick ATM strike before expected event (e.g. earnings)
- 2
Buy call and put simultaneously
- 3
Close after the event
Example
NVDA pre-earnings at 900. Buy 900 call (40) + 900 put (38) = 78 premium. Breakevens 822 and 978.