A straddle is an options position combining a call and a put at the same strike — a long straddle bets on a big move either way, a short straddle bets on stillness.

Long straddle

Buy a call and a put at the same (usually at-the-money) strike. You profit if the underlying makes a big move in either direction — a bet on volatility, direction-agnostic. Max loss is the combined premium (defined). The catch: you pay for two options and need a large move to overcome the cost and decay.

Short straddle

Sell a call and a put at the same strike. You profit if the underlying barely moves (collecting decay), with max profit at the strike. But it’s undefined-risk — a big move loses a lot, potentially unbounded. High premium, high risk (see 0DTE short straddle).

A long straddle buys a big move either way; a short straddle sells stillness. Same structure, opposite bets on volatility.

The takeaway

A straddle is a same-strike call + put — long for a big move, short for stillness. Its wider-strike cousin is the strangle. NoVo trades single directional options, not straddles, but the straddle’s price is a useful expected-move gauge.