strangle.long: Long Strangle Strategy Function
In roptions: Option Strategies and Valuation

Description Usage Arguments Details Value Examples

This function can be used to develop a Long Strangle Strategy.

1	strangle.long(c, p, k_call, k_put, ulimit = 10, llimit = 10)

`c`	Premium of Long call Option
`p`	Premium of Long Put Option
`k_call`	Excercise Price of Long call Option
`k_put`	Excercise Price of Long Put Option
`ulimit`	Upper Limit of Stock Price at Expiration, Default: 20
`llimit`	Lower limit of stock price at Expiration., Default: 20

A strangle is an options strategy where the investor holds a position in both a call and a put option with different strike prices, but with the same expiration date and underlying asset.

OUTPUT_DESCRIPTION Returns the profit/loss generated from the strategy along with the profit/loss of individual contract and an interactive graph for the same.

1	strangle.long(1.2, 3.2, 100, 105)

   stock_price_at_expiration call_option put_option profit_loss
1                         90        -1.2       11.8        10.6
2                         91        -1.2       10.8         9.6
3                         92        -1.2        9.8         8.6
4                         93        -1.2        8.8         7.6
5                         94        -1.2        7.8         6.6
6                         95        -1.2        6.8         5.6
7                         96        -1.2        5.8         4.6
8                         97        -1.2        4.8         3.6
9                         98        -1.2        3.8         2.6
10                        99        -1.2        2.8         1.6
11                       100        -1.2        1.8         0.6
12                       101        -0.2        0.8         0.6
13                       102         0.8       -0.2         0.6
14                       103         1.8       -1.2         0.6
15                       104         2.8       -2.2         0.6
16                       105         3.8       -3.2         0.6
17                       106         4.8       -3.2         1.6
18                       107         5.8       -3.2         2.6
19                       108         6.8       -3.2         3.6
20                       109         7.8       -3.2         4.6
21                       110         8.8       -3.2         5.6