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List of ICE Volatility Strategies

Note: For all Volatility strategies, the price must be entered without decimals.

TT Strategy Name

ICE Strategy Name

Create in the following sequence from the Buy perspective
Hedged Butterfly Hedged Call Butterfly

Buy Call, Sell two Calls at higher strike, Buy Call at higher strike, Buy (or Sell) the underlying and enter the price.

Note: The strikes do not have to be consecutive and the gaps between them do not need to be equal.

Hedged Put Butterfly

Buy Put, Sell two Puts at higher strikes, Buy Put at higher strike, Buy (or Sell) the underlying and enter the price.

Note: The strikes do not have to be consecutive and the gaps between them do not need to be equal.

Hedged Call/Put Diag Calendar Spread Hedged Diagonal Call Spread

Sell near month Call, Buy any far month Call at different strike, Buy (or Sell) the underlying and enter the price and delta.

Hedge leg can be either expiry.

Hedged Diagonal Put Spread Sell near month Put, Buy any far month Put at different strike, Buy (or Sell) the underlying and enter the price and delta.
Hedged Call/Put Spread Hedged Call Spread Buy Call, Sell Call at higher strike, Sell Underlying and enter the underlying price and delta.
Hedged Put Spread Buy Put, Sell Put at lower strike, Buy Underlying and  enter the underlying price and delta.
Hedged Call Spread versus Put Call Spread versus Sell Put - Hedge

Buy Call, Sell Call at higher strike, Sell Put at any strike, Sell Underlying and enter the underlying price and delta. Expiry of the option same as underlying.

Put Spread versus Sell Call + Hedge

Buy Put, Sell Put at a lower strike, Sell Call at any strike, Buy Underlying and enter the underlying price and delta. Expiry of the option same as underlying.

Hedged Condor Hedged Call Condor

Buy Call, Sell Call at second higher strike, Sell Call at third higher strike, Buy Call at fourth higher strike, Buy/Sell the Underlying and enter the price and delta.

Note: The strikes do not have to be consecutive and the gaps between them do not need to be equal.

Hedged Put Condor

Buy Put, Sell Put at second higher strike, Sell Put at third higher strike, Buy Put at fourth higher strike, Buy/Sell the Underlying and enter the price and delta.

Note: The strikes do not have to be consecutive and the gaps between them do not need to be equal.

Hedged Diagonal Straddle Calendar Spread Hedged Straddle Spread

Sell near month Put, Sell near month Call at same strike, Buy far month Put at same/different strike, Buy far month Call at same strike, Buy/Sell the Underlying and enter the price and delta.

Hedged Guts Hedged Guts Strangle

Buy Call, Buy Put at higher strike, Buy/Sell the Underlying and enter the price and delta.

Hedged Iron Butterfly Hedged Iron Butterfly

Sell Put, Buy Put and Call at higher strike, Sell Call at a higher strike, Buy (or Sell) the underlying and enter the delta.

Note: The strikes do not have to match and the gaps between them do not need to be equal.

Hedged Iron Condor Hedged Iron Condor

Sell Put, Buy Put at higher strike, Buy Call at an even higher strike, Sell Call at an even higher strike, Buy/Sell the Underlying and enter the price and delta.

Note: All series must be the same expiry month.

Hedged Ladder Hedged Call Ladder (tree)

Buy Call, Sell Call at higher strike, Sell Call at even higher strike, Buy/Sell the Underlying and enter the price and delta.

Hedged Put Ladder (tree)

Sell Put, Sell Put at higher strike, Buy Put at even higher strike, Buy/Sell the Underlying and enter the price and delta.

Hedged Put Spread versus Call Custom

Buy Put, Sell Put at lower strike, Sell Call at any strike, Buy Underlying and enter the price and delta.

Hedged Straddle Hedged Straddle

Buy Put, Buy Call at same strike, Buy/Sell the Underlying and enter the price and delta.

Hedged Straddle Calendar Spread Hedged Straddle Spread

Sell near month Put, Sell near month Call at same strike, Buy far month Put at same  strike, Buy far month Call at same strike, Buy/Sell the Underlying and enter the price and delta.

Hedged Strangle

Hedged Strangle

Buy Put, Buy Call at higher strike, Buy/Sell) the Underlying and enter the price and delta.

Vol Calendar Hedged Call Calendar

Sell near month Call, Buy far month Call (same strike across the two months), Buy/Sell the Underlying and enter the price and delta. Hedge leg can be either expiry.

Hedged Put Calendar

Sell near month Put, buy far month put (same strikes across the two months), Buy/Sell the Underlying and enter the price and delta. Expiry of the option same as underlying.

Vol 1x2 Ratio Hedged 1x2 Call Spread (to the 2)

Sell Call, Buy two Calls at higher strike, Buy/Sell the Underlying and enter the price and delta. Expiry of the option same as underlying.

Hedged 1x2 Put Spread (to the 2)

Sell Put, Buy two Puts at lower strike, Buy/Sell the Underlying and enter the price and delta. Expiry of the option same as underlying.

Hedged 1x2 Call Spread (to the 1) Buy Call, Sell two Calls at higher strike, Buy/Sell the Underlying and enter the price and delta. Expiry of the options same as the underlying.
Hedged 1x2 Put Spread (to the 1) Buy Put, Sell two Puts at lower strike, Buy/Sell the Underlying and enter the price and delta. Expiry of the options same as the underlying.
Volatility Trade Hedged Call

Buy Call, Sell Underlying and enter price and delta. Expiry of the option same as underlying.

Hedged Put

Buy Put, Buy Underlying and enter price and delta.  Expiry of the option same as underlying.