Long Strangle

A long strangle buys an out-of-the-money call and an out-of-the-money put at different strikes with the same expiry — a cheaper alternative to the straddle that still profits from a large directional move.

+106000-4000220underlyingP&L
Max profit
Unbounded
Max loss
-400
Breakeven(s)
86.0, 114.0

When to use

Use when you expect a large move but want to spend less premium than a straddle. The wider strikes make it cheaper upfront but require a bigger underlying move to reach profitability.

Risk profile

Maximum loss is the total debit paid (lower than a comparable straddle). There is no profit in the range between the two strikes. Profit grows the further the underlying moves beyond either breakeven.

FAQ

How do I calculate the breakevens for a long strangle?

Upper breakeven equals the call strike plus the total debit paid. Lower breakeven equals the put strike minus the total debit. For a $95 put at $2 and $105 call at $2, breakevens are $91 and $109.

When does a strangle beat a straddle?

A strangle outperforms if the underlying makes a very large move — the cheaper initial cost means more net profit on extreme moves. A straddle is better for moderate moves because it has a narrower profit gap between the strikes.

Is a long strangle affected by time decay?

Yes — both legs are long options, so the position has negative theta. Time decay accelerates as expiration approaches, which works against you if the underlying stays range-bound.