Box is similar to Reversal, but the position in the underlier is replaced with a synthetic short made of a short call and a long put of the same strike.
Want to learn more? Download now an interactive reference application for iPhone. The screenshot shows the following portfolio:
Volume | Instrument |
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1 | European put struck at 9.000 with expiry in 30 days |
-1 | European call struck at 9.000 with expiry in 30 days |
-1 | European put struck at 11.000 with expiry in 30 days |
1 | European call struck at 11.000 with expiry in 30 days |
This is an excerpt from iOptioneer option trading reference application. In order to build the real-time dynamic strategy graph and run simulations you will need to download the application from App Store.
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