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straddle business definition

  1. In futures, the purchase of a contract for delivery in one month and sale of a contract for delivery in a different month on the same commodity.
  2. In options, the purchase or sale of both a call and a put, generally with the same strike price and expiration date. The buyer of a straddle benefits from large price fluctuations in the underlying asset, while the seller of a straddle, who collects the premiums, benefits from small price changes in the underlying asset.

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