买入勒式策略
Long strangle is constructed as purchasing a (usually out-of-the-money) call and a (usually out-of-the-money) put.
This strategy is similar to long straddle in that it is a long volatility trade, i.e., the investor expects the stock price will more significantly during the term of the option, this strategy differs from a long straddle as it is cheaper to construct due to lower premiums paid for two OTM strikes.
The maximum loss of the strategy is the net premium paid at the outset, and the maximum profit is unlimited.