@article {Laubie88, author = {Andrew Laubie}, title = {Innovative Option Combinations: Enhancing the Straddle }, volume = {5}, number = {4}, pages = {88--97}, year = {2010}, doi = {10.3905/jot.2010.5.4.088}, publisher = {Institutional Investor Journals Umbrella}, abstract = {The purpose of this article is to present new combinations of market-neutral option strategies. The advantage of these new models over classic market-neutral option strategies, such as the straddle, is that they can sustain larger volatility swings of the underlying security. The models are derived and additional variations are suggested and compared.TOPICS: Portfolio construction, volatility measures, options}, issn = {1559-3967}, URL = {https://jot.pm-research.com/content/5/4/88}, eprint = {https://jot.pm-research.com/content/5/4/88.full.pdf}, journal = {The Journal of Trading (Retired)} }