Comparison Settings
Side-by-Side Comparison
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
Implied volatility term structure, theta decay curves, and volume analysis
Calendar Spread Opportunities
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.
Risk Factors
Upcoming earnings in 3 weeks may affect longer-term options. Monitor IV crush risk for post-earnings expiries.