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Options involve substantial risk and are not suitable for all investors. OptionSpire provides educational tools and information only, not investment advice. Risk Disclosure

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Options strategy calculator

Long Straddle Calculator

A Long Straddle buys both a call and a put at the same strike and expiration. It profits from large price movements in either direction, regardless of which way the underlying moves.

Calculate This Strategy
Illustrative payoff at expirationHigh volatility expected
Long Straddle Calculator example payoff diagramMaximum loss is the total premium paid for both options. Profit potential is unlimited to the upside and substantial to the downside. Two breakeven points exist: strike plus total premium (upside) and strike minus total premium (downside).UNDERLYING PRICEPROFIT / LOSS
Example payoff. Maximum loss is the total premium paid for both options. Profit potential is unlimited to the upside and substantial to the downside. Two breakeven points exist: strike plus total premium (upside) and strike minus total premium (downside).

Outlook

High volatility expected

When it fits

Use this calculator when you expect a significant move but are unsure of the direction. Earnings announcements and major events are common scenarios.

Risk note

A Long Straddle loses its full premium if the underlying stays near the strike at expiration. Time decay accelerates as expiration approaches, affecting both legs.

Long Straddle Calculator FAQs

How are Long Straddle breakevens calculated?

At expiration, the two breakevens are the strike price plus the total premium paid (upside breakeven) and the strike price minus the total premium paid (downside breakeven).

When does a Long Straddle lose money?

A Long Straddle loses money when the underlying stays too close to the strike price and both options expire worthless or with minimal value, resulting in a loss equal to the total premium paid.

Related Strategies

Explore similar approaches and alternatives to find the best fit for your market outlook.

Similar Strategies

Similar market outlook or risk profile

Long Strangle

High volatility expected

A Long Strangle buys an out-of-the-money call and an out-of-the-money put with the same expiration. It costs less than a straddle but requires a larger move to profit.

Alternative Approaches

Different ways to achieve similar or opposite goals

Iron Condor

Neutral (range-bound)

An Iron Condor combines a bull put spread and a bear call spread. It profits when the underlying stays within a defined range between the short strikes, collecting premium from all four options.

Butterfly Spread

Neutral with low volatility

A Butterfly Spread uses three strikes: buy one option at a lower strike, sell two options at a middle strike, and buy one option at a higher strike. It profits when the underlying stays near the middle strike at expiration.

Simpler Options

Easier strategies with fewer legs

Long Call

Bullish

A Long Call buys one call option and gives the holder the right to buy shares at the selected strike before expiration. It is a defined-risk position that can benefit when the underlying price rises.

Long Put

Bearish

A Long Put buys one put option and gives the holder the right to sell shares at the selected strike before expiration. It is a defined-risk position that can benefit when the underlying price falls.

Long Strangle

High volatility expected

A Long Strangle buys an out-of-the-money call and an out-of-the-money put with the same expiration. It costs less than a straddle but requires a larger move to profit.

Open Calculator to Compare Strategies

Educational use only. Options involve risk and this calculator does not provide investment advice or guarantee an outcome.