卖出跨式策略
Short straddle is constructed as selling a call and a put at the same strike, it is a reverse of long straddle.
This strategy is a short volatility trade, i.e., the investor expects the stock price will not move significantly for the term of the option.
The investors makes money when stock price change is less than the net premium, in either direction.
The maximum profit of the strategy is the net premium from the trade, and the maximum loss is unlimited.