{"iri":"https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/Straddle","label":"straddle","definition":"neutral option trading strategy that involves simultaneously buying both a put option and a call option for the underlying security with the same strike price and the same expiration date","license":"https://spdx.org/licenses/MIT","source":"fibo","source_url":"https://spec.edmcouncil.org/fibo/"}