买入跨式策略
Long straddle is constructed as purchasing a call and a put at the same strike.
This strategy is a long volatility trade, i.e., the investor expects the stock price will move sharply in either direction for the term of the option.
The investors starts to make money when the stock price change is greater than the net premium.
The maximum loss of the strategy is the net premium of the call and put, and maximum profit is unlimited.