Calendar Spread Analyzer
Analyze the potential profit/loss of a calendar spread strategy.
Strategy Parameters
Front Month Option (Sold Leg)
Back Month Option (Bought Leg)
The back month DTE must be greater than the front month DTE.
Analysis Results at Front Month Expiration:
Net Premium Paid (Debit/Credit): --
Max Profit: --
Max Loss: --
Breakeven Point(s): --
Profit/Loss Profile:
Note: The value of the back month option at the front month's expiration is approximated based on its intrinsic value and a linear decay of its initial time value. This is a simplified model and does not account for changes in implied volatility, interest rates, or dividends. For real-world trading, consult professional options pricing models.