Chapter 07 · Section 7.1

Short Straddle Question 2

To put on the September 40 short straddle, you:

a) buy the Sept. 40 call and sell the Sept. 40 put.
b) buy the Sept. 40 call and buy the Sept. 40 put.
• c) sell the Sept. 40 call and sell the Sept. 40 put.
  Yes. Continue
  d) buy the Sept. 40 put and sell the Sept. 40 call.