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Box Spread Calculator

A bull call spread and a bear put spread on the same strikes. A financing trade.

The stock

Everything else is measured against this price.

Enter a ticker to pull the live stock price automatically.

Site default

Filled from the live quote when you enter a ticker. You can still edit it.

Where you think the stock will be. Adds a marker to the chart.

Today, unless you are modelling a past or future entry.

The contracts

Premiums are per share, the way they are quoted. One contract covers 100 shares.

  • Long call (lower)You pay

    Calculated by a model

    Model estimate, not a quote

    45 days

    100 shares of exposure

    Leave blank and it is solved from the premium you entered.

  • Short call (upper)You receive

    Calculated by a model

    Model estimate, not a quote

    45 days

    100 shares of exposure

    Leave blank and it is solved from the premium you entered.

  • Long put (upper)You pay

    Calculated by a model

    Model estimate, not a quote

    45 days

    100 shares of exposure

    Leave blank and it is solved from the premium you entered.

  • Short put (lower)You receive

    Calculated by a model

    Model estimate, not a quote

    45 days

    100 shares of exposure

    Leave blank and it is solved from the premium you entered.

Rates, dividends and costs4.00% rate · 0.00% yield
Site default

Roughly the Treasury yield matching your expiration.

Annual, continuous. Raises put values and lowers call values.

Charged per leg, both to open and to close.

Per contract. Usually a few cents.

Per share, applied against you on entry.

Set every expiration to
Theoretical ModePremiums on this page were generated by the Black-Scholes-Merton model from the volatility and rate you supplied. They are not quotes, and no contract is being offered at these prices.Theoretical

Profit and loss

The solid line is the exact payoff at expiration. Move the sliders to see the position before then.

Profit and loss at expiration, from a stock price of 82.75 to 117.25. Profit ranges from +$2.40 to +$2.40.-$2-$1$0$1$285.0090.0095.00100.00105.00110.00115.00

Hover, tap or use arrow keys to read the curve

  • At expiration
  • Today (model estimate)
  • Current price
Profit and loss at expiration, from a stock price of 82.75 to 117.25. Profit ranges from +$2.40 to +$2.40.
Stock priceProfit or loss
82.75+$2.40
84.19+$2.40
85.63+$2.40
87.06+$2.40
88.50+$2.40
89.94+$2.40
91.38+$2.40
92.81+$2.40
94.25+$2.40
95.40+$2.40
96.84+$2.40
98.28+$2.40
99.71+$2.40
101.15+$2.40
102.59+$2.40
104.03+$2.40
105.18+$2.40
106.61+$2.40
108.05+$2.40
109.49+$2.40
110.93+$2.40
112.36+$2.40
113.80+$2.40
115.24+$2.40
116.68+$2.40
Aug 5, 2026 · 45d left

Drag towards expiration to watch time value drain out of the position.

As entered

Shifts every leg's implied volatility. Changes the Greeks and every date before expiration.

Result

Measured at Sep 19, 2026 · 45 days to expiration

Theoretical
Maximum lossCalculated by a model

$0.00

The worst case at expiration, including fees.

Maximum profitCalculated by a model

$2.40

The best case at expiration, including fees.

Net debit paidYou entered this

$997.60

Paid out of your account when the position is opened.

BreakevenCalculated by a model

None

This position never crosses zero at expiration.

Cash requiredCalculated by a model

$997.60

A debit position is fully paid for at entry, so the cost is the requirement.

Commissions and feesYou entered this

$2.60

To open. Closing costs are not included.

At today's priceCalculated by a model

+$2.40

If the stock finished expiration exactly where it is now.

Target price

Not set

Enter one to see the profit at a specific price.

Probability

Model estimates, not forecasts. The assumptions behind each number are stated in full.

Chance of any profitCalculated by a model

100.0%

Assumes a lognormal terminal price (geometric brownian motion), the same distribution black-scholes assumes with volatility of 30.0% and risk-neutral drift. Real returns have fatter tails than this model assumes, and volatility itself changes. Other tools quote different numbers mainly because they assume a different volatility or a different expected drift.

Greeks

How the position responds to price, time, volatility and rates, for the whole position rather than a single contract.

delta
−0.00
share equivalents
How many shares this position behaves like. A delta of 50 gains roughly $50 for every $1 the stock rises.
gamma
0.0000
delta per $1 move
How quickly delta changes. High gamma means the position gets directional fast as the stock moves.
theta
0.11
dollars per day
What time decay costs or earns each calendar day, if nothing else changes.
vega
0.00
dollars per 1% of volatility
What a one percentage point change in implied volatility is worth to this position.
rho
−1.23
dollars per 1% of rates
What a one percentage point change in interest rates is worth. Usually the smallest of the five.

These inputs produce a profit at every possible stock price, which real markets do not offer.

Check that each leg is on the correct side (buy or sell) and that the premiums are per share rather than per contract.

Profit table

Every combination of price and date, so you can see the position from any angle at once.

Profit / loss ($) by stock price and date. Rows are stock prices, columns are dates, and the final column is expiration.
Stock priceAug 5, 2026estimateAug 13, 2026estimateAug 20, 2026estimateAug 28, 2026estimateSep 4, 2026estimateSep 12, 2026estimateExpirationSep 19, 2026
125.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
122.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
120.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
117.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
115.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
112.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
110.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
107.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
105.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
102.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
100.00now−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
97.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
95.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
92.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
90.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
87.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
85.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
82.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
80.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
77.50−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40
75.00−$2.52−$1.65−$0.88−$0.01+$0.76+$1.63+$2.40

Every column before expiration is a model estimate that assumes implied volatility stays where it is today. Only the expiration column is arithmetic rather than a forecast.

Notes on the box spread

  • The payoff at expiration is the strike width, regardless of the stock price.
  • On American-style options a box is not risk-free: early assignment can break it apart. Boxes have caused catastrophic retail losses for exactly this reason.
  • Four legs means four spreads to cross, which frequently costs more than the rate advantage is worth.
Max loss
$0.00
Max profit
$2.40
Breakeven

How a box spread works

Four legs that between them guarantee the distance between the two strikes at expiration, whatever the stock does. The payoff is a fixed number, so what you are really trading is the interest rate implied by paying for it now and collecting it later.

When traders use it

As a way to borrow or lend at the rate the options market implies, rather than as a directional trade. It is included here mostly so the flat payoff can be seen.