Seagull Option

外汇网2021-06-19 13:46:45 78

A three-legged option strategy, often used in forex trading, that can provide a hedge against the undesired movement of an underlying asset. A seagull option is structured through the purchase of a call spad and the sale of a put option (or vice versa).

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The option contracts must be in equal amounts and are normally priced to produce a zero pmium. This structure is appropriate when volatility is high but expected to fall, and the price is expected to trade with a lack of certainty on direction.

In the second example above, a hedger purchases a seagull option structured as the purchase of a call spad (two calls), financed by the sale of one out-of-the-money put, ideally to create a zero-pmium structure. This is also known as a "long seagull." The hedger benefits from a move up in the underlying asset's price, which is limited by the short call's strike price.

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