AAPL Multi-Expiry Analysis

Compare options across different expiration dates

$150.25
+$1.85 (+1.25%)
Expiries: 4
Strikes: 145-155
Total Options: 24
Calendar Opportunities: 8

Comparison Settings

Side-by-Side Comparison

IV Range: 24.5% - 35.2%
Theta Range: -0.45 to -0.08
Best Calendar: $150 Strike
Strike/Type Sep 14 (7d) Sep 21 (14d) Oct 19 (42d) Dec 19 (104d) Calendar Spread
$145
CALL
$5.85
IV: 26.8% Δ: 0.78 θ: -0.35
Vol: 892
$6.75
IV: 24.5% Δ: 0.67 θ: -0.12
Vol: 1.2K
$8.45
IV: 27.2% Δ: 0.71 θ: -0.08
Vol: 645
$11.20
IV: 29.1% Δ: 0.69 θ: -0.04
Vol: 234
$150
CALL
$2.15
IV: 32.1% Δ: 0.42 θ: -0.45
Vol: 3.2K
$3.25
IV: 28.2% Δ: 0.52 θ: -0.18
Vol: 2.9K
$5.80
IV: 29.8% Δ: 0.56 θ: -0.11
Vol: 1.1K
$8.90
IV: 31.5% Δ: 0.54 θ: -0.06
Vol: 567
$155
CALL
$0.35
IV: 35.2% Δ: 0.12 θ: -0.28
Vol: 1.8K
$1.45
IV: 31.8% Δ: 0.31 θ: -0.14
Vol: 756
$3.20
IV: 33.1% Δ: 0.38 θ: -0.09
Vol: 423
$6.15
IV: 34.8% Δ: 0.42 θ: -0.05
Vol: 189
PUT OPTIONS
$145
PUT
$0.45
IV: 28.9% Δ: -0.22 θ: -0.25
Vol: 567
$1.85
IV: 25.3% Δ: -0.33 θ: -0.13
Vol: 934
$3.65
IV: 27.8% Δ: -0.29 θ: -0.08
Vol: 312
$6.45
IV: 30.2% Δ: -0.31 θ: -0.04
Vol: 145
$150
PUT
$2.40
IV: 31.5% Δ: -0.58 θ: -0.42
Vol: 2.1K
$3.65
IV: 28.7% Δ: -0.48 θ: -0.17
Vol: 1.5K
$6.20
IV: 30.1% Δ: -0.44 θ: -0.12
Vol: 823
$9.30
IV: 32.0% Δ: -0.46 θ: -0.06
Vol: 398
$155
PUT
$7.25
IV: 33.8% Δ: -0.88 θ: -0.31
Vol: 445
$6.95
IV: 32.1% Δ: -0.69 θ: -0.11
Vol: 678
$8.60
IV: 33.5% Δ: -0.62 θ: -0.09
Vol: 289
$11.75
IV: 35.1% Δ: -0.58 θ: -0.05
Vol: 167

Volatility & Time Decay Visualization

📊 Interactive Charts
Implied volatility term structure, theta decay curves, and volume analysis

Calendar Spread Opportunities

⭐ Best Calendar
+$1.25 Credit
SELL: Sep 14 $150 Put @ $2.40
BUY: Sep 21 $150 Put @ $3.65
Max profit if AAPL stays near $150 at Sep 14 expiry
🔥 High IV
+$1.10
SELL: Sep 14 $155 Call @ $0.35
BUY: Sep 21 $155 Call @ $1.45
Capitalize on elevated short-term volatility
📈 Diagonal
+$0.90
SELL: Sep 14 $145 Call @ $5.85
BUY: Oct 19 $150 Call @ $5.80
Bullish diagonal spread with time decay advantage

Calendar Spread Analysis Matrix

Strike Type Short Leg (Near) Long Leg (Far) Net Credit Max Profit Breakeven Action
$145 C Sep14 @ $5.85 Sep21 @ $6.75 +$0.90 $1.45 $146.10
$150 C Sep14 @ $2.15 Sep21 @ $3.25 +$1.10 $2.35 $148.90
$155 C Sep14 @ $0.35 Sep21 @ $1.45 +$1.10 $1.85 $153.90

Multi-Expiry Insights

📊

Term Structure

IV is elevated in near-term options, creating opportunities for calendar spreads. The 7-day options show 3.5% higher IV than 14-day.

⏱️

Time Decay

Theta is highest for 7-day options (-$0.42 for ATM), creating strong time decay advantage for calendar spread sellers.

💡

Best Strategies

ATM calendar spreads offer best risk/reward. Consider selling near-term and buying 2-week options for optimal time decay capture.

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Risk Factors

Upcoming earnings in 3 weeks may affect longer-term options. Monitor IV crush risk for post-earnings expiries.