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gateway/knowledge/trading/strategies/options/long-straddle.md

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+---
+description: "A volatility strategy buying an ATM call and an ATM put at the same strike K, profiting from a large move in either direction."
+tags: [options, volatility, neutral, straddle]
+---
+
+# Long Straddle
+
+**Section**: 2.22 | **Asset Class**: Options | **Type**: Volatility
+
+## Overview
+The long straddle is a volatility strategy consisting of a long position in an ATM call option and a long position in an ATM put option with the same strike K. This is a net debit trade. The trader's outlook is neutral (non-directional). This is a capital gain strategy that profits from a large move in either direction.
+
+## Construction
+- Buy 1 ATM call option at strike K
+- Buy 1 ATM put option at strike K, same expiry
+
+Net debit: D
+
+## Payoff Profile
+f_T = (S_T - K)+ + (K - S_T)+ - D
+
+- Upper breakeven: S*_up = K + D
+- Lower breakeven: S*_down = K - D
+- Max profit: P_max = unlimited  (stock can move far in either direction)
+- Max loss: L_max = D  (if S_T = K exactly at expiry; both options expire worthless)
+
+## Key Conditions / Signals
+- Neutral directional view; expects a large move but uncertain of direction
+- Low implied volatility environment makes the debit cheaper to enter
+- Ideal before high-impact events (earnings, central bank announcements)
+
+## Notes
+The maximum loss is limited to the net debit paid. The position benefits from a rise in implied volatility (long vega). Time decay (theta) works against the position; the stock must move enough to overcome the debit paid.