Strip: Bearish-Biased Volatility Bet

A strip buys 2 puts and 1 call at the same ATM strike and expiration. Mirror of the strap. Profits from large moves in either direction with bearish bias.

Construction: 2 ATM puts + 1 ATM call. Use case: expecting a big move with bearish lean. Common deployment is pre-earnings on a stock with potential for a sharp downside reaction (high short interest, weak guidance, sector under pressure). The double weight on the put side pays off bigger if the stock collapses.

Cost is similar to a strap — 1.5–2× a standard straddle. Theta drag is real; the structure should be entered with a thesis about both timing and magnitude. Without a clear binary catalyst, the daily decay erodes the position before any move materializes.

Frequently Asked Questions

Strip or long put?

Strip when expecting a big move but uncertain direction. Long put when bearish conviction is high.

When does a strip outperform a standard strangle?

On large downside moves where the bearish asymmetry pays off — the extra put leg captures more of the move.

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