ADVANCED · EXPIRATION PAYOFF

Straddle Calculator

Find how far the stock must move for a purchased call and put to cover their combined cost.

Your position

Illustrative starting values · USD

Use one stock or ETF and the same expiration for every option leg. Premiums are per share.

Stock quantities are shares. Option quantities are contracts. Enter the total fees for the entire position once.

How to use the straddle calculator

Buy a call and a put with the same strike, expiration, and number of contracts.

Understanding the payoff

Maximum loss is the combined premium paid, reached at the shared strike. Breakevens = strike ± total premium per share, where the result is nonnegative. Upside profit is unlimited; downside profit is bounded by a stock price of zero.

These formulas describe the standard strategy before fees. The results above include the total fees entered and are calculated from your actual legs.

Worked example

Buy a $100 call for $5 and a $100 put for $4. One straddle costs $900 and breaks even at $91 and $109 before fees.

Read the strategy guide →

Assumptions and limits

This is an expiration payoff estimate, not a live option quote or a prediction. It assumes all option legs expire together on one stock or ETF, the stock price cannot be negative, and options settle at intrinsic value. The default multiplier is 100 shares per contract; adjust it for the contract being modeled. Early assignment, exercise decisions, dividends, interest, taxes, and slippage can change realized results. Cash requirements and broker margin are separate from maximum loss. Different expirations, futures options, and adjusted contracts with non-cash deliverables are not supported.

Method: add each leg’s intrinsic value at expiration, subtract its entry cost with the correct buy/sell sign, and subtract total fees. See Cboe’s worked spread example on Fidelity for a reference calculation.