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To hedge against volatility, she bought a strangle composed of an out-of-the-money put and an out-of-the-money call with different strike prices.
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To hedge against volatility, she bought a strangle composed of an out-of-the-money put and an out-of-the-money call with different strike prices.
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Related words
strangle
IPA(Pronunciation)
Noun
Japanese Meaning
（ファイナンス用語）オプション取引戦略の一種。異なる権利行使価格を持つプットとコールを同等の数量で保有し、原資産の価格がその二つの権利行使価格の範囲を超えると利益が発生する戦略。
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