An option trading strategy which involves buying between two and four straddles for one or more expiration months. The straddle strip must be executed as buying a call (long call) and buying a put (long put) with strike prices and expiration months entered in ascending order. For example, a straddle strip could be constructed buying call and put on the same underlying and strike for four consecutive quarterly expiration months. The time interval between the expiration months must be equal for all legs.