# APP - AMERICAN APPAREL INC Options Profit Calculator, Price & Chart

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

Data as of Oct 19, 2026 (end of day). **Data is delayed**: the latest session is Nov 9, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **269.12**. 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 | 269.12 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.6930 |
| Indexed IV | 0.6511 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 270.00 | Call | 1 | Long | 6.2000 | 6.2531 | 0.5890 | 0.4939 | 0.0240 | -0.8409 | 0.1124 | 0.0139 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 620.00 | 625.31 | 5.31 | 49.39 | 2.40 | -84.09 | 11.24 | 1.39 |

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): **268.97**.

P/L by stock price from 134.56 to 400.91 (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 **-620.00** (at 134.56) to **12,470.56** (at 400.91).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 134.56 | -620.00 | -620.00 |
| 145.66 | -620.00 | -620.00 |
| 156.76 | -620.00 | -620.00 |
| 167.85 | -620.00 | -620.00 |
| 178.95 | -620.00 | -620.00 |
| 190.05 | -620.00 | -620.00 |
| 201.15 | -620.00 | -620.00 |
| 212.24 | -619.98 | -620.00 |
| 223.34 | -619.55 | -620.00 |
| 234.44 | -614.04 | -620.00 |
| 245.54 | -576.93 | -620.00 |
| 256.64 | -430.58 | -620.00 |
| 267.73 | -60.93 | -620.00 |
| 278.83 | 594.21 | 263.05 |
| 289.93 | 1,488.86 | 1,372.82 |
| 301.03 | 2,521.04 | 2,482.60 |
| 312.12 | 3,609.37 | 3,592.37 |
| 323.22 | 4,714.53 | 4,702.14 |
| 334.32 | 5,823.52 | 5,811.92 |
| 345.42 | 6,933.18 | 6,921.69 |
| 356.51 | 8,042.94 | 8,031.46 |
| 367.61 | 9,152.72 | 9,141.24 |
| 378.71 | 10,262.49 | 10,251.01 |
| 389.81 | 11,372.26 | 11,360.78 |
| 400.91 | 12,482.03 | 12,470.56 |

## 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/APP.md?legs[0][expiry]=2026-10-23&legs[0][strike]=270&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=6.2`. A preset: `/calculators/stock-option-calculator/APP.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for APP

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

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