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.

DATA IS DELAYED — showing Oct 20, 2026. Subscribe to get the latest end-of-day data.
Hist Vol0.1235
Indexed IV0.1513
ExpiryStrikeP/CQuanSideCostTPriceVolDeltaGammaThetaVegaRho
3.3861-0.5299-0.05090.5472-0.1891-0.0226
6.02790.53150.0285-0.30620.34520.0747
Position totals ($):245.00264.1819.180.16-2.2424.1015.615.21
Volatility sourceVolatility0.34454

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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