Assertion: earning straddle | /r/CapableOf | add positive vega
Facets:
value: to a portfolio
type: TRANSITIVE-OBJECT
value: without costing too much
type: MANNER
Source sentences:
text: A pre-earnings straddle is an inexpensive way to add positive vega and positive gamma to an options portfolio without the usual side effect of time decay.
text: Pre-earnings straddles are a nice way to add some positive vega and gamma to a portfolio without costing too much in the way of time decay.