# BEG - LEVERAGE SHARES 2X LONG BE DAI Options Profit Calculator, Price & Chart

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

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 **22.74**. 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 | 22.74 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 2.0737 |
| Indexed IV | 1.5581 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 23.00 | Call | 1 | Long | 3.8500 | 3.8754 | 1.5863 | 0.5795 | 0.0391 | -0.0707 | 0.0246 | 0.0071 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 385.00 | 387.54 | 2.54 | 57.95 | 3.91 | -7.07 | 2.46 | 0.71 |

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): **22.69**.

P/L by stock price from 11.37 to 33.88 (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 **-385.00** (at 11.37) to **702.56** (at 33.88).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 11.37 | -368.68 | -385.00 |
| 12.31 | -359.34 | -385.00 |
| 13.25 | -346.84 | -385.00 |
| 14.18 | -330.79 | -385.00 |
| 15.12 | -310.91 | -385.00 |
| 16.06 | -286.99 | -385.00 |
| 17.00 | -258.90 | -385.00 |
| 17.93 | -226.59 | -385.00 |
| 18.87 | -190.09 | -385.00 |
| 19.81 | -149.46 | -385.00 |
| 20.75 | -104.83 | -385.00 |
| 21.69 | -56.35 | -385.00 |
| 22.62 | -4.21 | -385.00 |
| 23.56 | 51.40 | -328.95 |
| 24.50 | 110.26 | -235.18 |
| 25.44 | 172.17 | -141.40 |
| 26.37 | 236.91 | -47.63 |
| 27.31 | 304.27 | 46.14 |
| 28.25 | 374.04 | 139.92 |
| 29.19 | 446.04 | 233.69 |
| 30.12 | 520.07 | 327.46 |
| 31.06 | 595.97 | 421.24 |
| 32.00 | 673.56 | 515.01 |
| 32.94 | 752.70 | 608.78 |
| 33.88 | 833.25 | 702.56 |

## 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/BEG.md?legs[0][expiry]=2026-11-20&legs[0][strike]=23&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=3.85`. A preset: `/calculators/stock-option-calculator/BEG.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for BEG

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

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