2.33
Covered Short Strangle
Options
Income
Description
Covered Short Strangle
Strategy Logic
Strategy 2.33: Long stock + Short put K1 + Short call K2 (K1 < K2).
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| S | float | str |
| K1 | float | str |
| K2 | float | str |
| T | float | str |
| put_p | float | str |
| call_p | float | str |