As others have said the weekend is giving you a completely unrealisitc diagram. Vol needs to be recalculated using trading days. Friday/Monday vol trades on the index will always appear to be an "arbitrage" in calendar day volatility but it's just a bad model. Contracts are priced in trading days, not calendar days.
That's why I only mentioned the profit on the short straddle: For the long strangles though, I wouldn't give up just yet on the volatility. I have seen some crazy moves on Sunday ATH that sometimes even extend all the way to Monday close, especially when Friday is an extremely flat NFP day. During the March NFP day this year, the move from Friday close to next Monday close was 3+%. So you never know about this past NFP. Your long call is already $10 ITM. We shall see.
It's not easy being long on volatility, that's for sure. They are highly unpredictable. The problem is the vol. crush can crush you if you stay in the position but vol. can also explode after you cash out so you lose all the potential profit. And even market-moving economic events are no guarantees for volatility I find.
IMO, double calendar strangs/strads NEVER work out as well as they kind of look. I dabbled in them briefly recently, even landing right on some targets, and still just broke even. If you pick them right it's hard to lose much, especially since front options are quite a bit higher vol, but for some reason it fails IRL.