Strategies List

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Sr.No Strategy Name Construction 1 Long Futures 2 Short Futures 3 Synthetic Long Futures Buy 1 ATM Call Sell 1 ATM Put 4 Synthetic Long Futures (Split Stri Buy 1 OTM Call Sell 1 OTM Put 5 Synthetic Short Futures Buy 1 ATM Put Sell 1 ATM Call 6 Synthetic Short Futures (Split Str Sell 1 OTM Call Buy 1 OTM Put 7 Long Call Buy 1 ATM Call 8 Bull Calendar Spread Sell 1 Near-Term OTM Call Buy 1 Long-Term OTM Call 9 Bull Call Spread Buy 1 ITM Call Sell 1 OTM Call 10 Bull Put Spread Buy 1 OTM Put Sell 1 ITM Put 11 Call Backspread Sell 1 ITM Call Buy 2 OTM Calls 12 Collar Long 100 Shares Sell 1 OTM Call Buy 1 OTM Put 13 Costless Collar (Zero-Cost Collar) Long 100 Shares Sell 1 OTM LEAPS Call Buy 1 ATM LEAPS Put 14 Covered Calls OTM Long 100 Shares Sell 1 Call 15 In-The-Money Covered Call Long 100 Shares Sell 1 ITM Call 16 Covered Straddle Long 100 Shares Sell 1 ATM Call Sell 1 ATM Put 17 Diagonal Bull Call Spread Buy 1 Long-Term ITM Call Sell 1 Near-Term OTM Call 18 Protective Put Long 100 Shares Buy 1 ATM Put 19 Uncovered Put Write Sell 1 ATM Put 20 Covered Combination Long 100 Shares Sell 1 OTM Call Sell 1 OTM Put

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Strategies List

Transcript of Strategies List

Page 1: Strategies List

Sr.No Strategy Name Construction1 Long Futures2 Short Futures3 Synthetic Long Futures Buy 1 ATM Call

Sell 1 ATM Put4 Synthetic Long Futures (Split Strikes) Buy 1 OTM Call

Sell 1 OTM Put5 Synthetic Short Futures Buy 1 ATM Put

Sell 1 ATM Call6 Synthetic Short Futures (Split Strikes) Sell 1 OTM Call

Buy 1 OTM Put7 Long Call Buy 1 ATM Call8 Bull Calendar Spread Sell 1 Near-Term OTM Call

Buy 1 Long-Term OTM Call9 Bull Call Spread Buy 1 ITM Call

Sell 1 OTM Call10 Bull Put Spread Buy 1 OTM Put

Sell 1 ITM Put11 Call Backspread Sell 1 ITM Call

Buy 2 OTM Calls12 Collar Long 100 Shares

Sell 1 OTM CallBuy 1 OTM Put

13 Costless Collar (Zero-Cost Collar) Long 100 SharesSell 1 OTM LEAPS CallBuy 1 ATM LEAPS Put

14 Covered Calls OTM Long 100 SharesSell 1 Call

15 In-The-Money Covered Call Long 100 SharesSell 1 ITM Call

16 Covered Straddle Long 100 SharesSell 1 ATM CallSell 1 ATM Put

17 Diagonal Bull Call Spread Buy 1 Long-Term ITM CallSell 1 Near-Term OTM Call

18 Protective Put Long 100 SharesBuy 1 ATM Put

19 Uncovered Put Write Sell 1 ATM Put20 Covered Combination Long 100 Shares

Sell 1 OTM CallSell 1 OTM Put

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Strategy Name Construction Strategy NameLong Put Buy 1 ATM Put Butterfly SpreadBear Call Spread Buy 1 OTM Call

Sell 1 ITM CallBear Put Spread Buy 1 ITM Put Calendar Straddle

Sell 1 OTM PutCovered Put Short 100 Shares Condor

Sell 1 ATM PutDiagonal Bear Put Spread Buy 1 Long-Term ITM Put

Sell 1 Near-Term OTM PutNaked Call ITM Iron ButterflyNaked Call OTMPut Backspread Sell 1 ITM Put

Buy 2 OTM PutsProtective Call Short 100 Shares Iron Condors

Buy 1 ATM Call

Long Put Butterfly

Long Straddle

Long Strangle

Neutral Calendar Spread

Put Ratio Spread

Ratio Call Write

Ratio Put Write

Ratio Spread

Short Butterfly

Short Condor

Short Put Butterfly

Sell Straddle

Sell Strangle

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Variable Ratio Write

Reverse Iron Condor

Reverse Iron Butterfly

Long Guts

Short Guts

Long Call Ladder

Short Call Ladder

Long Put Ladder

Short Put Ladder

Strip

Strap

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Construction Strategy Name ConstructionBuy 1 ITM Call Synthetic Long Call Long 100 SharesSell 2 ATM Calls Buy 1 ATM PutBuy 1 OTM Call Synthetic Long Put Short 100 SharesSell Near-Term Straddle Buy 1 ATM CallBuy Long-Term Straddle Synthetic Long Stock (Split Strikes) Buy 1 OTM CallSell 1 ITM Call Sell 1 OTM PutBuy 1 ITM Call (Lower Strike) Synthetic Long Stock Buy 1 ATM CallSell 1 OTM Call Sell 1 ATM PutBuy 1 OTM Call (Higher Strike) Synthetic Short Call Short 100 SharesBuy 1 OTM Put Sell 1 ATM PutSell 1 ATM Put Synthetic Short Put Long 100 SharesSell 1 ATM Call Sell 1 ATM CallBuy 1 OTM Call Synthetic Short Stock (Split Strikes) Sell 1 OTM CallSell 1 OTM Put Buy 1 OTM PutBuy 1 OTM Put (Lower Strike) Synthetic Short Stock Buy 1 ATM PutSell 1 OTM Call Sell 1 ATM CallBuy 1 OTM Call (Higher Strike) Long Call Synthetic Straddle Buy 2 ATM CallsBuy 1 OTM Put Short 100 SharesSell 2 ATM Puts Long Put Synthetic Straddle Buy 2 ATM PutsBuy 1 ITM Put Long 100 SharesBuy 1 ATM Call Short Call Synthetic Straddle Sell 2 ATM CallsBuy 1 ATM Put Long 100 SharesBuy 1 OTM Call Short Put Synthetic Straddle Sell 2 ATM PutsBuy 1 OTM Put Short 100 SharesSell 1 Near-Term ATM CallBuy 1 Long-Term ATM CallBuy 1 ITM PutSell 2 OTM PutsLong 100 SharesSell 2 ATM CallsShort 100 SharesSell 2 ATM PutsBuy 1 ITM CallSell 2 OTM CallsSell 1 ITM CallBuy 2 ATM CallsSell 1 OTM CallBuy 1 ITM CallSell 1 ITM Call (Lower Strike)Buy 1 OTM CallSell 1 OTM Call (Higher Strike)Sell 1 ITM PutBuy 2 ATM PutsSell 1 OTM PutSell 1 ATM CallSell 1 ATM PutSell 1 OTM Call

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Sell 1 OTM PutLong 100 SharesSell 1 ITM CallSell 1 OTM CallBuy 1 OTM PutSell 1 OTM Put (Lower Strike)Buy 1 OTM CallSell 1 OTM Call (Higher Strike)Sell 1 OTM PutBuy 1 ATM PutBuy 1 ATM CallSell 1 OTM CallBuy 1 ITM CallBuy 1 ITM PutSell 1 ITM CallSell 1 ITM PutBuy 1 ITM CallSell 1 ATM CallSell 1 OTM CallSell 1 ITM CallBuy 1 ATM CallBuy 1 OTM CallBuy 1 ITM PutSell 1 ATM PutSell 1 OTM PutSell 1 ITM PutBuy 1 ATM PutBuy 1 OTM PutBuy 1 ATM CallBuy 2 ATM PutsBuy 2 ATM CallsBuy 1 ATM Put

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Strategy Name ConstructionConversion Long 100 Shares

Buy 1 ATM PutSell 1 ATM Call

Reversal Short 100 SharesSell 1 ATM PutBuy 1 ATM Call

Box Spread (Long Box) Buy 1 ITM CallSell 1 OTM CallBuy 1 ITM PutSell 1 OTM Put

Short Box Sell 1 ITM CallBuy 1 OTM CallSell 1 ITM PutBuy 1 OTM Put