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Volatility strategy3 minute readReviewed August 20, 2026

What is a long strangle?

Learn how a long strangle trades a lower upfront cost for more distant break-even prices

Prepared by Mark · Primary sources below

In this guide

  1. The strikes leave a gap in the middle
  2. Lower entry cost changes the hurdle
  3. Compare it with the straddle on the same assumptions

Direct answer

A long strangle buys a put at a lower strike and a call at a higher strike, with the same underlying and expiration. Compared with a long straddle, the options are usually cheaper because they are farther from the current stock price, but the stock typically needs a larger move to reach either break-even

The strikes leave a gap in the middle

The long put sits below the stock price and the long call sits above it when the position is opened. If the stock finishes between those strikes at expiration, both contracts can expire without intrinsic value

Lower entry cost changes the hurdle

The lower entry cost is a tradeoff, not a free improvement. At expiration, the upper break-even is the call strike plus total premium paid and the lower break-even is the put strike minus total premium paid

Compare it with the straddle on the same assumptions

A strangle and straddle both depend on movement and timing. Comparing their premiums, strikes, break-even points, and expiration outcome side by side makes the cost-versus-distance tradeoff explicit

Sources and further reading

  • Long Strangle (Long Combination) ↗
  • Long Straddle ↗
  • Options Pricing ↗

What to remember

  1. The call and put have different strikes but the same expiration
  2. A smaller combined debit can come with farther break-even prices
  3. The whole premium can be lost if the stock remains between the strikes at expiration

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