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Long strangle calculator
cheaper than a straddle, needs more move

A long strangle buys an out-of-the-money call and an out-of-the-money put. It costs less than a straddle because both legs start out of the money — and for the same reason it needs a bigger move to pay. The gap between the strikes is dead space where you lose everything.

Outlook: Volatile — direction unknown

Max profit
best case at expiry
Max loss
worst case at expiry
Breakeven
where the trade turns even
Net debit / credit
to open the position
Your long strangle
Per-share premiums. One contract = 100 shares.
100 shares per contract
Profit at expiry Loss at expiry Breakeven Strikes & spot

How a long strangle pays

Total cost = call premium + put premium Upper breakeven = call strike + total cost Lower breakeven = put strike − total cost Max loss = total cost × 100 × contracts (anywhere between the strikes) Max gain = unlimited to the upside
Worth naming. Strangles look attractive because the premium is small, which makes them easy to over-size. The low cost per contract is exactly why traders buy too many — and the probability of finishing between the strikes, losing everything, is higher than for a straddle.

What this does not model

Every figure here is the payoff at expiry. Before then your position is marked at market prices that still carry time value, so a trade can show a loss while sitting exactly where you wanted it — falling implied volatility alone will do that.

For the live version — real Greeks, current marks and what-if scenarios against actual chain data — that is what the GreeksView desk does, in your browser, on your own broker keys.

Frequently asked questions

What is the breakeven on a long strangle?
There are two. Upper is the call strike plus total premium; lower is the put strike minus total premium. A 105 call at $2.20 and a 95 put at $2.00 costs $4.20, so you break even above $109.20 or below $90.80 — a move of roughly 9% either way from a $100 stock.
Is a strangle cheaper than a straddle?
Yes, because both legs start out of the money. But cheaper does not mean better: the strangle's breakevens sit further apart, so it needs a larger move to profit. You are trading upfront cost against the size of move required.
What happens if the stock finishes between the strikes?
You lose the entire premium. Both options expire worthless anywhere between the put strike and the call strike, which on a typical strangle is a wide zone. This is the most likely single outcome, which is why position sizing matters more than the low ticket price suggests.
When would I choose a strangle over a straddle?
When you expect a very large move and want more contracts for the same capital, or when the straddle's at-the-money premiums are unusually expensive. If you expect a moderate move, the straddle's tighter breakevens usually win.
Why does my broker show a different number than this calculator?
Because you are comparing a mark-to-market value against an expiry value. Until expiry your options still carry time value, and your broker prices them at what the market will pay right now. Time passing, or implied volatility falling, can show a loss on a position that would be profitable if expiry were today.

Run this against a live chain

GreeksView builds positions from real option chains with live Greeks, gamma exposure and what-if scenarios — in your browser, on your own broker keys.

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