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.
| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2.2714 | 0.4644 | -0.0627 | 0.3934 | -0.1889 | 0.0202 | ||||||||
| 4.1390 | -0.4638 | 0.0346 | -0.2021 | 0.3448 | -0.0678 | ||||||||
| Position totals ($): | 205.00 | 186.76 | -18.24 | 0.06 | -2.81 | 19.13 | 15.59 | -4.76 | |||||
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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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.