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2. Ladder (option combination) - Wikipedia

   en.wikipedia.org/wiki/Ladder_(option_combination)

   A long ladder is similar to a short strangle but with limited risk in one direction (the downside for a call ladder and the upside for a put ladder), [1] while a short ladder is similar to a long strangle but with limited profit potential in one direction (again, the downside for a call ladder and the upside for a put ladder). [1]

3. Valuation of options - Wikipedia

   en.wikipedia.org/wiki/Valuation_of_options

   For example, when a DJI call (bullish/long) option is 18,000 and the underlying DJI Index is priced at $18,050 then there is a $50 advantage even if the option were to expire today. This $50 is the intrinsic value of the option. In summary, intrinsic value: = current stock price − strike price (call option)

4. Strangle (options) - Wikipedia

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

   If the options are purchased, the position is known as a long strangle, while if the options are sold, it is known as a short strangle. A strangle is similar to a straddle position; the difference is that in a straddle, the two options have the same strike price. Given the same underlying security, strangle positions can be constructed with ...

5. Long position vs. short position: What’s the difference in ...

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

   Here’s the long and the short of it! Going long vs. going short. The distinction between going long and going short is brief but important: Being long a stock means that you own it and will ...

6. Options strategy - Wikipedia

   en.wikipedia.org/wiki/Options_strategy

   Strangle - where you buy a put below the stock and a call above the stock, with profit if the stock moves outside of either strike price (long strangle). [4] Strangle can be either long or short. In short strangle, you profit if the stock or index remains within the two short strikes. [citation needed]

7. Stock option return - Wikipedia

   en.wikipedia.org/wiki/Stock_option_return

   % Unchanged Return = [long call value (at short-term exp. w/ current stock price) - net debit] / (net debit) For example, consider stock OPQ at $49.31 per share. Buy JAN 1 Year Out 40 strike call for $13.70 and write (Sell) the Near Month 55 strike call for $0.80 Net debit = $13.70 - $0.80 = $12.90