To put on the September 40 short straddle, you:

a) buy the Sept. 40 call and sell the Sept. 40 put.
b) buy the Sept. 40 call and buy the Sept. 40 put.
c) sell the Sept. 40 call and sell the Sept. 40 put.
d) buy the Sept. 40 put and sell the Sept. 40 call.