Long Strangle Calculator

Calculate breakeven points, total cost, and profit potential for buying out-of-the-money strangles to profit from large price movements.

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Written by Michael Torres, CFA
Senior Financial Analyst
JW
Fact-checked by Dr. James Wilson, PhD
Options Strategy Researcher
Advanced OptionsFact-Checked

Input Values

$

Current underlying price.

$

OTM call strike to buy.

$

Premium paid for the OTM call.

$

OTM put strike to buy.

$

Premium paid for the OTM put.

Results

Total Cost
$0.00
Upper Breakeven
$0.00
Lower Breakeven
$0.00
Maximum Loss$0.00
Required Move to Profit0.00%
Results update automatically as you change input values.

What Is a Long Strangle?

A long strangle involves buying an out-of-the-money (OTM) call and an OTM put on the same underlying with the same expiration. It costs less than a long straddle because both options are OTM (less expensive than ATM options), but it requires a larger price move to become profitable. The long strangle is a lower-cost way to bet on a big move in either direction when you are uncertain which way the stock will move.

Long strangles are commonly used before earnings announcements, FDA approvals, and other binary events where the outcome is uncertain but a large move is expected. The lower cost compared to straddles means a smaller maximum loss if the stock does not move. However, the tradeoff is that the stock must move further in either direction to reach the breakeven points because both options start out-of-the-money.

i
Long Strangle vs. Straddle Cost

A long strangle on a $100 stock might cost $3.50 total (call at $110 for $2.00 + put at $90 for $1.50) versus $7.50 for the ATM straddle. The strangle costs 53% less, but the stock needs to move beyond $113.50 or $86.50 versus $107.50 or $92.50 for the straddle. You are trading a wider dead zone for lower cost.

Long Strangle Formulas

Total Cost
Total Cost = (Call Premium + Put Premium) x 100
Where:
Call Premium = Premium paid for the OTM call
Put Premium = Premium paid for the OTM put
Breakeven Points
Upper BE = Call Strike + Total Premium per share | Lower BE = Put Strike - Total Premium per share
Where:
Total Premium per share = Combined cost of both options per share
Long Strangle Calculation
Given
Stock Price
$100.00
Call Strike
$110 (buy)
Call Premium
$2.00
Put Strike
$90 (buy)
Put Premium
$1.50
Calculation Steps
  1. 1Total cost = ($2.00 + $1.50) x 100 = $350
  2. 2Upper breakeven = $110 + $3.50 = $113.50
  3. 3Lower breakeven = $90 - $3.50 = $86.50
  4. 4Required move up = ($113.50 - $100) / $100 = 13.5%
  5. 5Required move down = ($100 - $86.50) / $100 = 13.5%
  6. 6Max loss = $350 (stock between $90 and $110 at expiration)
  7. 7At $120: Profit = ($120 - $113.50) x 100 = $650 (186% return)
  8. 8At $80: Profit = ($86.50 - $80) x 100 = $650 (186% return)
Result
This long strangle costs $350 and needs the stock to move 13.5% in either direction to break even. The max loss of $350 is significantly less than a $750 straddle, but the stock must move much further. At $120 or $80, the position returns 186%.

Long Strangle vs. Straddle Comparison

Cost and Return Comparison ($100 Stock)
MetricLong StrangleLong StraddleAdvantage
Total Cost$350$750Strangle (-53%)
Max Loss$350$750Strangle (-53%)
Upper Breakeven$113.50$107.50Straddle (closer)
Lower Breakeven$86.50$92.50Straddle (closer)
P&L at $120+$650 (186%)+$1,250 (167%)Strangle (% return)
Dead Zone Width$90-$110 (20%)Only at $100Straddle (narrower)

Long Strangle Trading Guidelines

Executing a Long Strangle

1
Identify High-Probability Big Move Scenarios
Look for stocks with upcoming catalysts that historically produce large price moves. Earnings, clinical trial results, and regulatory decisions are common triggers.
2
Buy When IV Is Low Relative to Expected Event
IV typically rises before known events. Buy the strangle before IV expansion begins (2-3 weeks before earnings rather than the day before). This lets you profit from both the move and IV expansion.
3
Choose Strike Distance Based on Conviction
Closer strikes (5% OTM) cost more but break even sooner. Wider strikes (10-15% OTM) cost less but need a bigger move. Match the strike distance to the expected move size.
4
Use Short-Dated Expirations for Events
For binary events (earnings, FDA), use the nearest expiration that covers the event. Shorter-dated options cost less, maximizing leverage if the move occurs.
5
Consider Selling One Side After a Move
If the stock makes a large move quickly, close the profitable side and keep the other side as a cheap lottery ticket. This locks in profit while maintaining exposure if the stock reverses.
  • Long strangles cost 40-60% less than straddles on the same underlying
  • Maximum loss is the total premium paid, making risk completely defined
  • The dead zone between the strikes results in maximum loss if the stock stays range-bound
  • Long strangles benefit from rising IV (positive Vega on both legs)
  • Best used for event-driven trades where a large move is expected
!
Wide Dead Zone

The biggest disadvantage of a long strangle is the wide dead zone between the two strikes where you lose your entire investment. For a strangle with $90 and $110 strikes on a $100 stock, the stock can move up to 10% in either direction and you still lose everything. Only use long strangles when you expect a move larger than the combined dead zone.

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Calendar Strangle Alternative

If you expect a large move but are unsure of timing, consider a calendar strangle: buy a longer-dated strangle and sell a shorter-dated strangle at the same strikes. This reduces cost through the short premium while maintaining long-term exposure. The short strangle decays faster, providing partial funding for the position.

Frequently Asked Questions

A long strangle is buying an out-of-the-money call and an out-of-the-money put on the same stock with the same expiration. You profit when the stock makes a large move in either direction beyond the breakeven points. Maximum loss is the total premium paid for both options. It costs less than a straddle but requires a bigger move to profit.

Sources & References

  • U.S. Securities and Exchange Commission (SEC) - Investor Education
  • Options Clearing Corporation (OCC) - Options Education
  • Chicago Board Options Exchange (CBOE) - Options Strategies
  • Hull, J.C. "Options, Futures, and Other Derivatives" (11th Edition, 2021)

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