Calendar Put 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
2.27140.4644-0.06270.3934-0.18890.0202
4.1390-0.46380.0346-0.20210.3448-0.0678
Position totals ($):205.00186.76-18.240.06-2.8119.1315.59-4.76
Volatility sourceVolatility0.34454

About the Calendar Put Spread

The calculator opens with a calendar put spread: the at-the-money put sold in the nearest expiration and the same-strike put bought in the next one.

The spread is a net debit position that profits from time decay: the near put loses value faster than the far one. It does best with the stock near the strike when the near put expires, and gains from a rise in implied volatility. Its value then depends on what the far put 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 Put Spreads Screener: its chart icon opens this calculator with the selected position.

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