SDX Commodities Help > Supported Instruments > Vanilla Strategies > Two-Leg Vanilla

Two-Leg Vanilla

The two-leg vanilla (2leg) consists of two vanilla options which have the same expiry date. The strike and notional can be the same or different. You can:

Buy two vanilla options

Sell two vanilla options

Buy a vanilla option and sell a vanilla option

Pricing a two-leg vanilla in SDX Commodities & Energy

You can only automatically enter into a two-leg vanilla (2leg) in the Single Option page. To price a two-leg vanilla in the Portfolio page, you need to build it manually out of its individual components.