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

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+---
+description: "A volatility strategy buying an OTM call at K1 and an OTM put at K2 < K1, profiting from a large move in either direction at lower cost than a straddle."
+tags: [options, volatility, neutral, strangle]
+---
+
+# Long Strangle
+
+**Section**: 2.23 | **Asset Class**: Options | **Type**: Volatility
+
+## Overview
+The long strangle is a volatility strategy consisting of a long position in an OTM call option with strike K1 and a long position in an OTM put option with strike K2 (K2 < K1). This is a net debit trade. Because both options are OTM, this strategy is less costly to establish than a long straddle. The flipside is that the move required to reach a breakeven point is more significant. The trader's outlook is neutral. This is a capital gain strategy.
+
+## Construction
+- Buy 1 OTM call option at strike K1
+- Buy 1 OTM put option at strike K2 (K2 < K1), same expiry
+
+Net debit: D
+
+## Payoff Profile
+f_T = (S_T - K1)+ + (K2 - S_T)+ - D
+
+- Upper breakeven: S*_up = K1 + D
+- Lower breakeven: S*_down = K2 - D
+- Max profit: P_max = unlimited  (stock can move far in either direction)
+- Max loss: L_max = D  (if K2 <= S_T <= K1 at expiry; both options expire worthless)
+
+## Key Conditions / Signals
+- Neutral directional view; expects a very large move but uncertain of direction
+- Cheaper than a straddle but requires a larger price movement to profit
+- Ideal before high-impact events where an extreme move is anticipated
+
+## Notes
+The maximum loss zone is the range [K2, K1] where both options expire worthless. The position is long vega and short theta. Compared to a straddle, the strangle is cheaper to enter but needs a bigger move to profit.