2.12
Long Combo
Options
Directional
Description
Long Combo
Strategy Logic
Strategy 2.12: Short OTM put K1 + Long OTM call K2 (K1 < K2).
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| K1 | float | str |
| K2 | float | str |
| T | float | str |
| put_p | float | str |
| call_p | float | str |