2.23
Long Strangle
Options
Volatility
Description
Long Strangle
Strategy Logic
Strategy 2.23: Long 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 |