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Does a Short Straddle Position Have Positive or Negative Gamma?

A short straddle position involves selling both an at-the-money call and an at-the-money put, resulting in a net short option position. All net short option positions have negative gamma.

This means that as the underlying asset moves significantly in either direction, the short straddle loses money, and the position requires costly re-hedging.

Can an Option Have Extrinsic Value but Zero Intrinsic Value?
Does a High Gamma Position Benefit from Large Price Moves or Small Price Moves?
What Is the Intrinsic Value of an Out-of-the-Money Call Option?
Does Gamma Always Have a Positive Sign for Both Call and Put Options?