TY - JOUR T1 - Innovative Option Combinations: <em>Enhancing the Straddle</em> JF - The Journal of Trading SP - 88 LP - 97 DO - 10.3905/jot.2010.5.4.088 VL - 5 IS - 4 AU - Andrew Laubie Y1 - 2010/09/30 UR - https://pm-research.com/content/5/4/88.abstract N2 - 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 ER -