Straddle technique Straddle technique The straddle technique was the dominant style in the high jump before the development of the Fosbury Flop. It is a successor of the Western roll, with which it is sometimes confused. Unlike the scissors or flop style of jump, where the jumper approaches the bar so as to take off from the outer foot, the straddle jumper approaches from the opposite side, so as to take off from the inner foot. In this respect the straddle resembles the western roll. However, in the western roll the jumper's side or back faces the bar; in the straddle the
Straddle loss. However, if there is a sufficiently large move in either direction, a significant profit will result. A straddle is appropriate when an investor is expecting a large move in a stock price but does not know in which direction the move will be. The "purchase" of particular option derivatives is known as a long straddle, while the "sale" of the option derivatives is known as a short straddle. A long straddle involves "going long," in other words, purchasing both a call option and a put option on some stock, interest rate, index or other underlying. The two options are