Double Diagonal

neutral4 legs

Sell near-dated strangle + buy farther-dated wider strangle. Income with defined wings.

This structure spans two expirations, so its outcome can't be drawn as a single at-expiration curve — the short leg expires first and the position transforms. Model it interactively in the Strategy Lab.

How it works

Sell a near-dated strangle while buying a farther-dated, wider strangle as protection. The near options decay faster than the far ones — you harvest that difference while the wings cap surprise moves.

When to use it

Range-bound income when you also want positive exposure to a volatility rise — the long back-month legs gain value when implied volatility wakes up.

What can go wrong

The payoff depends on TWO expirations and the volatility surface between them — there is no single expiration curve. Manage at the front expiration; the maximum loss is bounded but path-dependent.

New to options? Start with the free curriculum — or see which strategy fits your outlook.

Educational content — not investment advice. Options involve substantial risk and are not suitable for every investor. All trading on Opus Options Trading is simulated.