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Big move, either direction

Strap Calculator

By Dennis Bosmans · Updated June 2026 · 2 min read · Risk disclaimer

A strap is a straddle tilted bullish: two long calls and one long put at the same strike. It profits from a large move in either direction, but earns more if the stock rises than if it falls.

Open the Strap calculator →

Key characteristics

When to use a strap

Use a strap when you expect a large move and think the upside is more likely or larger — for instance ahead of a catalyst with bullish skew. It is a more aggressive, more expensive cousin of the long straddle.

It needs a sizeable move to overcome the cost of three options, so it is best when implied volatility is reasonable and a real catalyst is near.

How the payoff works

On a rise, the two calls give double the upside of a plain straddle. On a fall, the single put still profits, just less than a straddle would. Either way the maximum loss is the premium, reached if the stock pins the strike.

There are two breakevens — a closer one above and a wider one below — reflecting the bullish weighting of the position.

Worked example. Stock at $100. Buy two $100 calls for $3.00 each and one $100 put for $2.80 — a total cost of $8.80 ($880), which is the maximum loss. A rally to $112 is worth about $2,400 from the calls; a drop to $90 is worth about $1,000 from the put.

Calculate it live

Use the free OptionProfit Strap calculator to load a live option chain, build the trade, and instantly see the payoff chart, breakevens, probability of profit, Greeks and a Monte Carlo simulation of outcomes.

Key takeaways

Frequently asked questions

How is a strap different from a straddle?

A straddle is one call and one put; a strap adds a second call, so it profits more from an up-move while still benefiting from a down-move.

When does a strap lose money?

If the stock barely moves and finishes near the strike at expiration — then all three options decay and you lose the premium paid.

Is a strap defined risk?

Yes — every leg is long, so the most you can lose is the total premium you paid to open it.

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