题目
A short straddle comprises a trading combination of options that:
选项
A.sells a low strike call option and buys a higher strike call option.
B.sells a put and call option at the same strike price.
C.purchases a put and call option at the same strike price.
D.purchases a low strike call option and sells a higher strike call option.
答案
B
解析
A short straddle is a situation in which both a call and a put with the same strike price are sold.Straddle空头是指卖出执行价格相同的看涨期权和看跌期权的情形