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  2. Butterfly (options) - Wikipedia

    en.wikipedia.org/wiki/Butterfly_(options)

    The option strategy where the middle options (the body) have different strike prices is known as a Condor. A Christmas tree butterfly (not to be confused with the unrelated option combination also called a Christmas tree ) consists of six options used to create a payoff diagram similar to a butterfly but slightly bearish or bullish instead of ...

  3. Condor (options) - Wikipedia

    en.wikipedia.org/wiki/Condor_(options)

    A condor is a limited-risk, non-directional options trading strategy consisting of four options at four different strike prices. [1] [2] The buyer of a condor earns a profit if the underlying is between or near the inner two strikes at expiry, but has a limited loss if the underlying is near or outside the outer two strikes at expiry. [2]

  4. Box spread - Wikipedia

    en.wikipedia.org/wiki/Box_spread

    For example, a bull spread constructed from calls (e.g., long a 50 call, short a 60 call) combined with a bear spread constructed from puts (e.g., long a 60 put, short a 50 put) has a constant payoff of the difference in exercise prices (e.g. 10) assuming that the underlying stock does not go ex-dividend before the expiration of the options.

  5. Short call vs. long call - AOL

    www.aol.com/finance/short-call-vs-long-call...

    The trader paid $2 for the option and so breaks even at a stock price of $22 (the stock price plus the option’s cost). So the option may be in the money at expiration, but the trader may still ...

  6. Options strategy - Wikipedia

    en.wikipedia.org/wiki/Options_strategy

    Selling a Bearish option is also another type of strategy that gives the trader a "credit". This does require a margin account. The most bearish of options trading strategies is the simple put buying or selling strategy utilized by most options traders. The market can make steep downward moves.

  7. Lookback option - Wikipedia

    en.wikipedia.org/wiki/Lookback_option

    Lookback options, in the terminology of finance, are a type of exotic option with path dependency, among many other kind of options. The payoff depends on the optimal (maximum or minimum) underlying asset's price occurring over the life of the option. The option allows the holder to "look back" over time to determine the payoff.

  8. Straddle - Wikipedia

    en.wikipedia.org/wiki/Straddle

    An option payoff diagram for a long straddle position. A long straddle involves "going long volatility", in other words purchasing both a call option and a put option on some stock, interest rate, index or other underlying. The two options are bought at the same strike price and expire at the same time. The owner of a long straddle makes a ...

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