| Name | Premium | Risk | Return | Delta | Desc | |
|---|---|---|---|---|---|---|
| Bullish | Long Call | D | F | I | 0 | LC@1 |
| Short Put | C | I | F | 0 | SP@1 | |
| Bull Spread (Call) | D | F | F | 0 | LC@1 SC@2 | |
| Bull Spread (Put) | C | F | F | 0 | LP@1 SP@2 | |
| Bearish | Long Put | D | F | I | 0 | LP@1 |
| Short Call | C | I | F | 0 | SC@1 | |
| Bear Spread (Put) | D | F | F | 0 | SP@1 LP@2 | |
| Bear Spread (Call) | C | F | F | 0 | SC@1 LC@2 | |
| High Volatility | Long Straddle | D | F | I | 0 | LC@1 LP@1 |
| Long Strangle | D | F | I | 0 | LP@1 LC@2 | |
| Short Butterfly (Call) | C | F | F | + | SC@1 LC@2×2 SC@3 | |
| Short Butterfly (Put) | C | F | F | - | SP@1 LP@2×2 SP@3 | |
| Short Iron Butterfly | D | F | F | 0 | SP@1 LP@2 LC@2 SC@3 | |
| Long Condor (Call) | D | F | F | + | SC@1 LC@2 LC@3 SC@4 | |
| Long Condor (Put) | D | F | F | - | SP@1 LP@2 LP@3 SP@4 | |
| Long Iron Condor | C | F | F | 0 | LP@1 SP@2 SC@3 LC@4 | |
| Low Volatility | Short Straddle | C | I | F | 0 | SC@1 SP@1 |
| Short Strangle | C | I | F | 0 | SC@1 SP@2 | |
| Long Butterfly (Call) | D | F | F | + | LC@1 SC@2×2 LC@3 | |
| Long Butterfly (Put) | D | F | F | - | LP@1 SP@2×2 LP@3 | |
| Long Iron Butterfly | C | F | F | 0 | LP@1 SP@2 SC@2 LC@3 | |
| Short Condor (Call) | C | F | F | + | LC@1 SC@2 SC@3 LC@4 | |
| Short Condor (Put) | C | F | F | - | LP@1 SP@2 SP@3 LP@4 | |
| Short Iron Condor | D | F | F | 0 | SP@1 LP@2 LC@3 SC@4 |
| Name | Range | CP mix | Desc | |
|---|---|---|---|---|
| Straddle | - - | YES | 同一strikeで[LC+LP] or [SC+SP] | |
| Strangle | + | YES | 離れた2つのstrikeで[LC+LP] or [SC+SP] | |
| Butterfly | (無印) | - | NO | 同一strikeを中心に、Long Spread+Short Spread(short=HighVolatility) |
| Iron | YES | |||
| Condor | (無印) | ++ | NO | 離れた2つのstrikeを中心に、Long Spread+Short Spread |
| Iron | YES | |||