One of the benefits of multiple option expirations in the index option space is the ability to pinpoint expectations around significant economic events. This Friday (June 7), the Bureau of Labor ...

We recently published a performance review of at-the-money (ATM) NDX straddles with between one and five days left to expiration. One finding was that consistent sellers of 3-Day, 4-Day, and 5-Day NDX ...

As Felix Goltz and Wan Ni Lai wrote in the Fall 2009 issue of The Journal of Derivatives: An at-the-money (ATM) straddle -- i.e., going long on an ATM call and an ATM put with the same maturity -- is ...

Hence, we recommend buying 1M ATM GBP/USD straddle, which covers the upcoming BoE meeting on 5 November, the UK and US labour market reports on 5 and 11 November, respectively, and, finally, October's ...

In a long straddle, when the underlying stock goes above the breakeven point, the calls will profit and the puts will be completely out of the money, resulting in an overall profitable position.

during the countdown to the fiscal cliff may have put some grey hair on the head of many a trader, but it put green in the pockets of those who did it. In that case, traders might have learned an ...