# AGL - AGL RESOURCES INC Options Profit Calculator, Price & Chart

> Graphical, multi-leg complex stock option profit and loss calculator for AGL.

Data as of Oct 21, 2026 (end of day). **Data is delayed**: the latest session is Nov 11, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **90.99**. Build a position of up to 8 option legs plus stock; the chart shows P/L today and at expiration.

## Settings

| Field | Value |
|---|---|
| Stock price | 90.99 |
| Solve For | Price Change |
| Valuation date | Oct 21, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.3771 |
| Indexed IV | 0.8354 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 90.00 | Call | 1 | Long | 8.0000 | 8.1270 | 0.7243 | 0.5682 | 0.0208 | -0.1284 | 0.1025 | 0.0358 |

**Cost** is the entry price per share, **TPrice** the theoretical value on the valuation date, **Vol** the volatility it is priced with; Greeks are per share (short legs negative). Quantities are contracts of 100 shares, or shares for the stock leg.

### Position totals ($)

| Cost | Value | P/L | Delta | Gamma | Theta | Vega | Rho |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 800.00 | 812.70 | 12.70 | 56.82 | 2.08 | -12.84 | 10.25 | 3.58 |

Cost is the net debit paid (negative: a net credit), Value the position's theoretical value on the valuation date, P/L the difference; Greeks are position totals in shares.

## Profit and loss

Breakevens (where the P/L line crosses zero): **90.76**.

P/L by stock price from 45.50 to 135.55 (the chart spans 50% either side of the stock price; narrow it with `factor`, e.g. `factor=0.1` for 10%), every 4th of its 97 points.

At expiration, over the charted range, P/L runs from **-800.00** (at 45.50) to **3,754.70** (at 135.55).

| Stock price | P/L on Oct 21, 2026 | P/L at expiration |
|---:|---:|---:|
| 45.50 | -799.81 | -800.00 |
| 49.25 | -799.23 | -800.00 |
| 53.00 | -797.44 | -800.00 |
| 56.75 | -792.90 | -800.00 |
| 60.50 | -783.03 | -800.00 |
| 64.26 | -764.12 | -800.00 |
| 68.01 | -731.59 | -800.00 |
| 71.76 | -680.40 | -800.00 |
| 75.51 | -605.78 | -800.00 |
| 79.26 | -503.74 | -800.00 |
| 83.02 | -371.61 | -800.00 |
| 86.77 | -208.18 | -800.00 |
| 90.52 | -13.74 | -747.90 |
| 94.27 | 210.19 | -372.69 |
| 98.03 | 461.12 | 2.53 |
| 101.78 | 736.01 | 377.75 |
| 105.53 | 1,031.53 | 752.96 |
| 109.28 | 1,344.38 | 1,128.18 |
| 113.03 | 1,671.46 | 1,503.40 |
| 116.79 | 2,009.99 | 1,878.61 |
| 120.54 | 2,357.56 | 2,253.83 |
| 124.29 | 2,712.17 | 2,629.05 |
| 128.04 | 3,072.17 | 3,004.26 |
| 131.79 | 3,436.25 | 3,379.48 |
| 135.55 | 3,803.37 | 3,754.70 |

## How to use

Enter the position with query parameters. Option legs are `legs[N][field]`, N counting from 0, up to 4 legs ([subscribe](https://www.optionistics.com/subscribe) for 8): `expiry` (YYYY-MM-DD, required), `strike` (required), `putcall` (C or P), `side` (long or short), `quantity` (contracts, 1-1000), `cost` (entry price per share; default the contract's theoretical price), `ivol` (volatility override, decimal), `hidden` (1 leaves the leg out of the totals and chart). A stock leg: `stock[side]`, `stock[quantity]` (shares), `stock[cost]`. Or start from a `preset`: bull-call, bear-call, bull-put, bear-put, straddle, strangle, covered-call, covered-put, calendar-call, calendar-put, diagonal-call, diagonal-put, single-call, single-put. Pricing: `rate` (percent), `model` (a American, e European; default American when a dividend is set), `voltype` (0 slider, 1 indexed IV, 2 historical IV, 3 each leg's IV), `ivSlider` (1-400, with voltype 0), `dividend` (next dividend, dollars), `exDate` (YYYY-MM-DD), `frequency` (0 none, 12, 4, 2 or 1 a year). Chart: `solveFor` (p price change, dl days left), `factor` (price range either side of the stock price, 0.01-1, default 0.5), `dateOffset` (price change: value on the report date plus dateOffset + 1 days; default -1, the report date), `sliderPrice` (days left: the stock price to value at).

This position: `/calculators/stock-option-calculator/AGL.md?legs[0][expiry]=2026-11-20&legs[0][strike]=90&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=8`. A preset: `/calculators/stock-option-calculator/AGL.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for AGL

- [Quote](https://www.optionistics.com/quotes/stock-quotes/AGL.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/AGL.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/AGL.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=AGL)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/AGL.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/AGL.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/AGL.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/AGL.md)
- [Probability calculator](https://www.optionistics.com/calculators/probability-calculator.md?symbol=AGL)

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