Earnings Straddle Expiration Payoff Check

What it helps with

Calculate expiration-only long or short straddle payoff and reachable breakevens from a supplied same-contract snapshot, including fees.

Give your assistant actual records and confirm missing material facts. It prepares JSON; you need not fill a fixed form. Receive real result.json, report.md and rows.csv with input SHA256, source dates and unknowns.

Interpretation

Expiration payoff only for matching standard-share call/put contracts. Include both actual premiums, identical quantity/multiplier and supplied fees. No IV, expected-return/probability or pre-expiration valuation. Naked short straddles have unbounded upside loss and require broker margin; early assignment/exercise, funding, dividends, borrowing, tax and margin are not modeled. No trades or automated plans.

Scope

Local supplied-snapshot calculation only. No network, model calls, API Key, orders or automatic plans in the script. The assistant retains its configured services; no absolute conversation-privacy promise. Free Skill; Python3.10+ standard library, existing optional model/runtime charges. Not personalized investment, legal or tax advice.

Sources

• OIC long-straddle definition and expiration break-even arithmetic ↗ — undated; accessed 2026-11-13
• OIC short-straddle risks and assignment ↗ — undated; accessed 2026-11-13
• Qualitative community interest in earnings straddle breakevens; search snippet only, not a probability source ↗ — 2026-11-07 indexed; direct open cache unavailable