2.24
Long Guts
Options
Volatility
Description
Long Guts
Strategy Logic
Strategy 2.24: Long ITM call K1 + Long ITM put K2 (K1 < K2).
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| K1 | float | str |
| K2 | float | str |
| T | float | str |
| call_p | float | str |
| put_p | float | str |