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

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+---
+description: "A sideways income strategy selling an ATM call and an ATM put at the same strike K, collecting premium when the stock stays near K."
+tags: [options, income, neutral, straddle]
+---
+
+# Short Straddle
+
+**Section**: 2.25 | **Asset Class**: Options | **Type**: Income
+
+## Overview
+The short straddle is a sideways strategy consisting of a short position in an ATM call option and a short position in an ATM put option with the same strike K. This is a net credit trade. The trader's outlook is neutral. This is an income strategy that profits if the stock remains near K until expiry.
+
+## Construction
+- Sell 1 ATM call option at strike K
+- Sell 1 ATM put option at strike K, same expiry
+
+Net credit: C
+
+## Payoff Profile
+f_T = -(S_T - K)+ - (K - S_T)+ + C
+
+- Upper breakeven: S*_up = K + C
+- Lower breakeven: S*_down = K - C
+- Max profit: P_max = C  (if S_T = K at expiry; both options expire worthless)
+- Max loss: L_max = unlimited  (stock can move far in either direction)
+
+## Key Conditions / Signals
+- Neutral view; expects stock to remain very close to K through expiry
+- High implied volatility environment makes the collected credit larger
+- Ideal when volatility is expected to contract (sell elevated IV, profit from IV crush)
+
+## Notes
+Unlimited risk in both directions. The position is short vega and long theta. A sharp move in either direction can result in catastrophic losses. Active management (delta hedging or stop-losses) is essential.