def straddle(self, strike, expiry):
_rows = {}<EOL>_prices = {}<EOL>for _opttype in _constants.OPTTYPES:<EOL><INDENT>_rows[_opttype] = _relevant_rows(self.data, (strike, expiry, _opttype,),<EOL>"<STR_LIT>".format(expiry, strike, _opttype))<EOL>_prices[_opttype] = _getprice(_rows[_opttype])<EOL><DEDENT>_eq = _rows[_constants.OPTTYPES[<NUM_LIT:0>]].loc[:, '<STR_LIT>'].values[<NUM_LIT:0>]<EOL>_qt = _rows[_constants.OPTTYPES[<NUM_LIT:0>]].loc[:, '<STR_LIT>'].values[<NUM_LIT:0>]<EOL>_index = ['<STR_LIT>', '<STR_LIT>', '<STR_LIT>', '<STR_LIT>', '<STR_LIT>']<EOL>_vals = np.array([_prices['<STR_LIT>'], _prices['<STR_LIT>'], _prices['<STR_LIT>'] + _prices['<STR_LIT>'], _eq, _qt])<EOL>return pd.DataFrame(_vals, index=_index, columns=['<STR_LIT>'])<EOL>
Metrics for evaluating a straddle.

Parameters
------------
strike : numeric
    Strike price.
expiry : date or date str (e.g. '2015-01-01')
    Expiration date.

Returns
------------
metrics : DataFrame
    Metrics for evaluating straddle.