Long Straddle Calculator | Payoff Chart + Breakevens - OptionsCalculators.com
OC

OptionsCalculators.com

Professional Options Trading Calculators

Long Straddle Calculator
Default view is ±10% around the breakeven midpoint (usually the strike). Increase to expand the view.
Results
Lower Breakeven $0.00
Upper Breakeven $0.00
Max Profit $0.00
Max Loss $0.00
Payoff Chart (Expiration)

Payoff at expiration for a long straddle. Green above $0, red below.

Long Straddle Options Strategy

A long straddle is an options strategy where you buy a call and a put at the same strike and expiration. It’s commonly used when you expect a large move in the underlying price but you’re unsure of the direction.

Breakevens

For a long straddle, total premium paid is Call Premium + Put Premium. Breakevens at expiration are typically: Lower BE = Strike − Total Premium and Upper BE = Strike + Total Premium.

Max Profit and Max Loss

Max loss is limited to the total premium paid (plus fees). Max profit is theoretically large: the upside can be substantial if the underlying rallies, and the downside can be substantial if the underlying falls sharply.

Notes

This calculator shows expiration payoff. Real P&L before expiration depends on implied volatility, time decay, and bid/ask spreads.

Long Straddle Calculator FAQ

When does a long straddle make sense?
When you expect a big move (earnings, macro news, major catalyst) but don’t have a strong directional view.
What is the biggest risk of a long straddle?
The underlying doesn’t move enough. Time decay can reduce option values, and you can lose up to the total premium paid.
Why might my broker P&L differ from this chart?
This chart shows payoff at expiration. Your broker shows mark-to-market values, which change with implied volatility, time to expiration, and spreads.
© OptionsCalculators.com • Home