Credit spread calculator
credit_spreadRead-onlyIdempotent
Bull put or bear call credit spread figures: width, maximum profit and loss, breakeven, return on risk, credit-to-width, and the model's chance of profit when implied volatility and days are given.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No | Days to expiration, for the chance of profit. Optional. | |
| kind | Yes | put for a bull put spread, call for a bear call spread. | |
| price | Yes | Stock price in dollars. | |
| credit | Yes | Net credit received per share, in dollars. | |
| iv_pct | No | Implied volatility, percent per year, for the chance of profit. Optional. | |
| contracts | No | Number of contracts. Default 1. | |
| long_strike | Yes | The strike bought, in dollars. | |
| short_strike | Yes | The strike sold, in dollars. |