Strangle 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
		2.8077		0.4781	0.0523	-0.5317	0.1894	0.0204
		1.9313		-0.4058	0.0589	-0.4029	0.1843	-0.0176
Position totals ($):	473.00	473.90	0.90	7.23	11.12	-93.46	37.37	0.28

Stock leg

About the Strangle

The calculator opens with a long strangle in the nearest expiration: one call at the next strike above the money and one put at the next strike below it, both bought.

A strangle costs less than a straddle but needs a bigger move to pay off. The most it can lose is the total premium paid, with the stock between the two strikes at expiration. The breakevens at expiration are the call strike plus the total premium and the put strike minus it.

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

Other strategy calculators

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