PT  - JOURNAL ARTICLE
AU  - Andrew Laubie
TI  - Innovative Option Combinations: <em>Enhancing the Straddle</em>
AID  - 10.3905/jot.2010.5.4.088
DP  - 2010 Sep 30
TA  - The Journal of Trading
PG  - 88--97
VI  - 5
IP  - 4
4099  - https://pm-research.com/content/5/4/88.short
4100  - https://pm-research.com/content/5/4/88.full
AB  - 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