问题如下：
Statement: if you expect the volatility of a stock is extremely high, you can profit from this volatility by buying at the money call and put options with the same exercise price and expiration date.
Is this statement correct?
选项：
A. YES
B. No, this
strategy is profitable when volatility is low.
C. No, this
strategy is profitable when the stock price increases.
解释：
A is correct.
考点：straddle
解析：
当预测市场波动很大的时候，可以用straddle的策略（long call + long put）。此时不管股票价格如何变动，都可以获得收益。
老师：您好。本题为什么是at the money？我觉得straddle应该是long OTM call+long OTM put呀
