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OSE Options Strategy Creation

This document is intended for Trading Technologies customers who wish to create options strategies on the Osaka Securities Exchange (OSE).

Strategies are created from the Create Strategy window. Please see the Strategies Overview topic in the X_TRADER Help Library if you would like to explore the Create Strategy window in greater detail.

Please contact your Account Manager if you need additional assistance creating/re-creating strategies.

Strategies

TT Strategy Name

OSE Strategy Name

Create in the following sequence from the Buy perspective
BoxBox

Buy Call Sell Put at same strike Buy Put at higher strike Sell Call at same strike

ButterflyCall Butterfly

Buy Call Sell two Calls at higher strikes Buy Call at higher strike

Note: Al series must be the same month.

Put Butterfly

Buy Put Sell two Puts at higher strikes Buy Put at higher strike

Note: All series must be the same month.

CalendarCall Calendar SpreadSell near month Call Buy far month Call at same strike
Put Calendar SpreadSell near month Put Buy far month Put at same price
Call Spread vs. Put3 Way: Buy a Call Spread vs. a Put

Buy Call Sell Call at higher strike Sell Put at any strike

Note: All series must be for the same expiry month.

ComboComboSell Call Buy Put at lower strike the same expiry month
CondorCall Condor

Buy Call Sell Call at higher strike Sell Call at even higher strike Buy Call at yet higher strike

Note: All series must be the same expiry month.

Put Condor

Buy Put Sell Put at higher strike Sell Put at even higher strike Buy Put at yet higher strike

Note: All series must be the same expiry month.

Conversion/ReversalReversal/Reversal

Buy Call Sell Put at same strike Sell underlying (Enter underlying price)

Conversion: As above but sell in trading window

Diag CalendarCall Diagonal Calendar SpreadSell near month Call Buy any far month Call at different strike
Put Diagonal Calendar SpreadSell near month Put Buy any far month Put at different strike
Diag Strad CalendarDiagonal Straddle Calendar SpreadSell near month Put Sell near month Call at same strike Buy far month Put at different strike Buy far month Call at same strike but different from near month strike
GutsGutsBuy Call Buy Put at higher strike for the same month
Iron BFlyIron Butterfly

Sell Put Buy Put and Call at higher strike Sell Call at even higher strike

Iron CondorIron Condor

Sell Put Buy Put at higher strike Buy Call at even higher strike Sell Call at even higher strike

Note: All series must be the same expiry month.

Jelly RollJelly Roll

Sell Call Buy Put at same strike in near month Buy Call in far month Sell Put at same strike in far month

Note: The strike price in the far month does not need to equal the strike price in the near month.

LadderCall Ladder

Buy Call Sell Call at higher strike Sell Call at even higher strike

Note: All series must be the same expiry month.

Put Ladder

Sell Put Sell Put at higher strike Buy Put at even higher strike

Note: All series must be the same expiry month.

Misc. Call/Put SpreadCall Spread

Buy Call Sell Call same month at higher strike

Put SpreadBuy Put Sell Put same month at lower strike
Put Spread vs. Call3 Way: Buy a Put Spread vs. a Call

Buy Put Sell Put a lower strike Sell Call at any strike

Note: All series must be the same expiry month.

Strad CalendarStraddle Calendar Spread

Sell near month Put Sell near month Call Buy far month Put Buy far month Call

Note: All at the same strike.

StraddleStraddleBuy Put Buy Call at same strike for the same month
Straddle vs. Call/Put3 Way: Straddle vs. Call

Buy Put Buy Call at same strike Sell Call at any strike

Note: All series must be the same expiry month.

3 Way: Straddle vs. Put

Buy Put Buy Call at same strike Sell Put at any strike

Note: All series must be the same expiry month.

StrangleStrangleBuy Put Buy Call at higher strike for the same month
Synthetic Conv/RevSynthetic Underlying

This is a standard Conversion/Reversal strategy but without the underlying leg.

Buy Call Sell Put at same strike

Conversion: As above but sell in trading window

2x1 Ratio2x1 Ratio Call SpreadSell Call Buy two Calls at higher strike for the same month
2x1 Ratio Put SpreadSell Put Buy two Puts at lower strike for the same month