Volatile STRG

Long Strangle Strategy

A cheaper way to bet on a huge move — needs a bigger move to win.

long volcheap vol playwide breakevens

What is the Long Strangle Options Strategy?

A Long Strangle is very similar to a Long Straddle — you profit from big moves in either direction. The difference is you use cheaper options that are slightly away from the current price. This makes the trade cheaper but needs a bigger move to profit.

Why is it Called "Long Strangle"?

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A "strangle" squeezes from both sides — a call above and a put below. If the price breaks out of either end strongly enough, you win. "Long" means you bought both.

How Does the Long Strangle Trade Work?

  1. 1 Step 1 — Find a stock with a major event that could cause a very large move.
  2. 2 Step 2 — Buy a call 3–5% ABOVE the current price.
  3. 3 Step 3 — Buy a put 3–5% BELOW the current price.
  4. 4 Step 4 — Pay the combined cost — less than a straddle.
  5. 5 Step 5 — If the stock moves explosively either way, one option pays off big.

Types of Long Strangle Strategies

When to Use the Long Strangle Strategy?

  • Before a very big event — drug approval, court ruling, takeover
  • When a Straddle feels too expensive
  • When you expect a 10%+ extreme move
  • When option prices are low

Profit and Loss of the Long Strangle

Before looking at the chart, here is a plain-English summary of what you can make and what you can lose.

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Maximum Profit

Unlimited on the upside; very large on the downside.

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Maximum Loss

The total premium paid.

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Breakeven Point

Upper: call strike + total premium. Lower: put strike − total premium.

Long Strangle Payoff Diagram

The chart below shows how profit/loss changes with the underlying price at expiry. Green zone = profit, red zone = loss.

Long Strangle Payoff Diagram illustrating profit and loss zones over underlying price0Low priceHigh priceProfitLoss
Illustrative payoff at expiry — not to scale

Long Strangle Example Trade

Apple at $180 Expiry: Earnings in 7 days
ActionTypeStrikePremium
BuyCall$185-$3.00
BuyPut$175-$2.80
Net Credit/Debit -$5.80 total cost
Max Profit Unlimited
Max Loss $5.80 — if Apple closes between $175 and $185
Breakevens: $169.20$190.80
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Cost $5.80 vs $10.50 for the Straddle — 45% cheaper. Apple jumps to $205 — call worth $20, profit = $14.20.

Pros & Cons of the Long Strangle

Advantages
  • Cheaper than a Straddle
  • Profits from explosive moves
  • Unlimited profit potential
  • Can profit from a sudden spike in market fear
Disadvantages
  • Needs a BIGGER move than a Straddle
  • Both options can expire worthless
  • Time decay eats value fast
  • IV crush after events

Long Strangle Frequently Asked Questions

Test Yourself

Quick Quiz

Answer all questions and check your score.

1 A Long Strangle uses:

2 Compared to a Long Straddle, a Long Strangle is:

3 Maximum loss on a Long Strangle is:

4 A Long Strangle profits when:

5 Long Strangle is preferred over Long Straddle when: