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SIE: Options
SIE practice questionmediumStraddles

A short straddle profits when:

  1. AStock price remains stable near the strike price✓ Correct answer
  2. BStock price rises sharply
  3. CStock price falls sharply
  4. DHigh volatility occurs
Explanation

Why AStock price remains stable near the strike price

A short straddle profits from low volatility, as both the put and call expire worthless. It loses with large moves.

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