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SIE: Options
SIE practice questionhardOptions — Straddle

An investor buys 1 ABC 50 call at $3 and 1 ABC 50 put at $2 (same expiration). This is a long straddle. The investor profits when:

  1. AABC stock moves significantly in either direction beyond the breakeven points✓ Correct answer
  2. BABC stock falls below $50 only
  3. CABC stock rises above $50 only
  4. DABC stock stays at exactly $50
Explanation

Why AABC stock moves significantly in either direction beyond the breakeven points

A long straddle profits from large price movements in EITHER direction. Total premium paid = $3 + $2 = $5. Upper breakeven = $50 + $5 = $55; lower breakeven = $50 - $5 = $45. The stock must move beyond either breakeven point for the position to be profitable. Maximum loss = $5 total premium (if stock stays at exactly $50). Long straddles are used when expecting high volatility but uncertain about direction.

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