Buying Call and Put at same strike and expiration is just simple Long Straddle position, typically used near Earnings announcements, when you are expecting unde

Buying Call and Put at same strike and expiration is just simple Long Straddle position, typically used near Earnings announcements, when you are expecting underlying to move significantly but not sure of direction. You don't need a neural network to do this. Look up books by Lawrence McMillan and Sheldon Nutenberg to learn more about options trading.