2.27
Short Guts
Options
Neutral
Description
Short Guts
Strategy Logic
Strategy 2.27: Short ITM call K1 + Short 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 |