# ARMG - LEVERAGE SHARES 2X LONG ARM DA Options Profit Calculator, Price & Chart

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

Data as of Oct 23, 2026 (end of day). **Data is delayed**: the latest session is Nov 13, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **10.60**. 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 | 10.60 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.5342 |
| Indexed IV | 1.4424 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 11.00 | Call | 1 | Long | 1.7000 | 1.7115 | 1.5989 | 0.5574 | 0.0841 | -0.0335 | 0.0116 | 0.0032 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 170.00 | 171.15 | 1.15 | 55.74 | 8.41 | -3.35 | 1.16 | 0.32 |

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): **10.58**.

P/L by stock price from 5.30 to 15.79 (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 **-170.00** (at 5.30) to **309.07** (at 15.79).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 5.30 | -163.03 | -170.00 |
| 5.74 | -159.00 | -170.00 |
| 6.17 | -153.60 | -170.00 |
| 6.61 | -146.63 | -170.00 |
| 7.05 | -137.96 | -170.00 |
| 7.49 | -127.49 | -170.00 |
| 7.92 | -115.15 | -170.00 |
| 8.36 | -100.90 | -170.00 |
| 8.80 | -84.76 | -170.00 |
| 9.23 | -66.73 | -170.00 |
| 9.67 | -46.86 | -170.00 |
| 10.11 | -25.22 | -170.00 |
| 10.55 | -1.88 | -170.00 |
| 10.98 | 23.08 | -170.00 |
| 11.42 | 49.57 | -128.04 |
| 11.86 | 77.49 | -84.33 |
| 12.29 | 106.75 | -40.62 |
| 12.73 | 137.27 | 3.09 |
| 13.17 | 168.94 | 46.80 |
| 13.61 | 201.68 | 90.52 |
| 14.04 | 235.40 | 134.23 |
| 14.48 | 270.03 | 177.94 |
| 14.92 | 305.49 | 221.65 |
| 15.35 | 341.71 | 265.36 |
| 15.79 | 378.62 | 309.07 |

## 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/ARMG.md?legs[0][expiry]=2026-11-20&legs[0][strike]=11&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.7`. A preset: `/calculators/stock-option-calculator/ARMG.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for ARMG

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

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