Calendar Call Spread Calculator — DIA
Data as of
Stock at 524.36. Build a position of up to 8 option legs plus stock; the chart shows P/L today and at expiration.
| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3.3861 | -0.5299 | -0.0509 | 0.5472 | -0.1891 | -0.0226 | ||||||||
| 6.0279 | 0.5315 | 0.0285 | -0.3062 | 0.3452 | 0.0747 | ||||||||
| Position totals ($): | 245.00 | 264.18 | 19.18 | 0.16 | -2.24 | 24.10 | 15.61 | 5.21 | |||||
About the Calendar Call Spread
The calculator opens with a calendar call spread: the at-the-money call sold in the nearest expiration and the same-strike call bought in the next one.
The spread is a net debit position that profits from time decay: the near call loses value faster than the far one. It does best with the stock near the strike when the near call expires, and gains from a rise in implied volatility. Its value then depends on what the far call is still worth, which the chart models; the most it can lose is about the debit.
Change the symbol, strikes, expirations or quantities, or add legs: the calculator takes up to eight option contracts and one stock position. To find candidates, use the Calendar Call Spreads Screener: its chart icon opens this calculator with the selected position.
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Below are few quick-links for some top stock put/call charts:
- TSLA Stock Options chart.
- AAPL Stock Options chart.
- SPY Stock Options chart.
- SPX Stock Options chart.
- AAL Stock Options chart.
- AMZN Stock Options chart.
- MSFT Stock Options chart.
- GOOGL Stock Options chart.
- BA Stock Options chart.
- DIS Stock Options chart.
- DAL Stock Options chart.
- KO Stock Options chart.
- AMD Stock Options chart.
- NFLX Stock Options chart.
- BABA Stock Options chart.