SDX Commodities Help > Supported Instruments > Vanilla Strip Strategies

Vanilla Strip Strategies

A vanilla strip strategy lets you duplicate a series of vanilla strategies.

 
You can only price a predefined vanilla strip strategy in the Single Option page. To price one in the Portfolio page you must manually create the strategy out of individual options.
In SDX Commodities & Energy, vanilla strip strategies are only supported for the relevant commodities. That is, for commodities that do not have a vanilla instrument, e.g., a European electricity asset, the vanilla-based instruments cannot be selected.

You can price the following vanilla strip strategies in the Single Option page:

Vanilla strip call spread (cspst)

This is simply a strip of Call Spread instruments.

Vanilla strip put spread

This is simply a strip of Put Spread instruments.

Vanilla strip collar

This is simply a strip of Collar instruments.

Vanilla strip two leg

This is simply a strip of Two-Leg Vanilla instruments.

Vanilla strip calendar spread

This is simply a strip of Vanilla Calendar Spread instruments.