Straddle Calculator — DIA

Data as of Oct 20, 2026

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.

Solve For

Model

Rate %

Hist Vol0.1235

Indexed IV0.1513

Div Amt

Ex-Date

Frequency

Preset

Expiry	Cost	TPrice	Vol	Delta	Gamma	Theta	Vega	Rho
		3.3861		0.5299	0.0509	-0.5472	0.1891	0.0226
		2.2714		-0.4644	0.0627	-0.3934	0.1889	-0.0202
Position totals ($):	565.00	565.75	0.75	6.55	11.36	-94.06	37.80	0.24

Stock leg

About the Straddle

The calculator opens with a long straddle in the nearest expiration: one at-the-money call and one at-the-money put bought at the same strike.

A straddle profits from a large move in either direction. The most it can lose is the total premium paid, with the stock exactly at the strike at expiration. The breakevens at expiration are the strike plus and minus the total premium, and the gain is unlimited on the upside.

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 Long Straddles Screener: its chart icon opens this calculator with the selected position.

Other strategy calculators

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