卖出勒式策略
Short strangle is constructed as selling a (usually out-of-the-money) call and a (usually out-of-the-money) put.
This strategy is similar to short straddle in that it is a short volatility trade, i.e., the investor expects the stock price will not move significantly during the term of the option; this strategy differs from short straddle as it receive smaller net premium and offers broader stock price range for profit.