%0 Journal Article %A Andrew Laubie %T Innovative Option Combinations: Enhancing the Straddle %D 2010 %R 10.3905/jot.2010.5.4.088 %J The Journal of Trading %P 88-97 %V 5 %N 4 %X The purpose of this article is to present new combinations of market-neutral option strategies. The advantage of these new models over classic market-neutral option strategies, such as the straddle, is that they can sustain larger volatility swings of the underlying security. The models are derived and additional variations are suggested and compared.TOPICS: Portfolio construction, volatility measures, options %U https://jot.pm-research.com/content/iijtrade/5/4/88.full.pdf