1001Ferramentas
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Long Strangle

Computes the cost and breakevens of a long strangle: buying a lower-strike put and a higher-strike call, both out of the money. It's a cheaper volatility bet than the straddle, because out-of-the-money premiums cost less — in exchange, the asset has to move further to turn a profit. The tool sums the premiums and works out the two breakeven points. Enter the put and call strikes and their premiums.

Resultado

Long Strangle

Computes the cost and breakevens of a long strangle: buying a lower-strike put and a higher-strike call, both out of the money. It's a cheaper volatility bet than the straddle, because out-of-the-money premiums cost less — in exchange, the asset has to move further to turn a profit. The tool sums the premiums and works out the two breakeven points. Enter the put and call strikes and their premiums.

The straddle on a budget

The strangle is the straddle's cousin and solves the same problem, betting on movement without picking a direction, but for less money. Instead of buying call and put at the same strike, you buy both out of the money: the put at a strike below the current price and the call at one above. Since out-of-the-money options are cheaper, the outlay drops.

The discount has a hidden cost: the asset has to move further for the position to profit. Between the two strikes there's a dead zone where, at expiry, both options expire worthless and you lose everything you paid. The strangle pays off when you expect a really big move and want to cut the amount at risk compared with the straddle.

Enter the put and call strikes and their premiums. The tool sums the total cost and returns the two breakeven points: the put strike minus the cost, below, and the call strike plus the cost, above. The distance between them shows the size of the move needed to climb out of the loss.

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The results provided by this tool are for general informational and educational purposes only and do not constitute professional, financial, medical, legal, tax or accounting advice. Always confirm important decisions with a qualified professional and official sources.