# BLZE - BLAZE ENERGY CORP. Options Profit Calculator, Price & Chart

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

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 **9.29**. 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 | 9.29 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.0422 |
| Indexed IV | 1.2009 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 10.00 | Call | 1 | Long | 1.0400 | 1.0509 | 1.2047 | 0.4926 | 0.1204 | -0.0210 | 0.0110 | 0.0031 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 104.00 | 105.09 | 1.09 | 49.26 | 12.04 | -2.10 | 1.10 | 0.31 |

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): **9.27**.

P/L by stock price from 4.65 to 13.84 (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 **-104.00** (at 4.65) to **279.92** (at 13.84).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 4.65 | -102.61 | -104.00 |
| 5.03 | -101.37 | -104.00 |
| 5.41 | -99.40 | -104.00 |
| 5.79 | -96.50 | -104.00 |
| 6.18 | -92.45 | -104.00 |
| 6.56 | -87.05 | -104.00 |
| 6.94 | -80.13 | -104.00 |
| 7.33 | -71.54 | -104.00 |
| 7.71 | -61.18 | -104.00 |
| 8.09 | -48.99 | -104.00 |
| 8.48 | -34.93 | -104.00 |
| 8.86 | -19.01 | -104.00 |
| 9.24 | -1.25 | -104.00 |
| 9.63 | 18.27 | -104.00 |
| 10.01 | 39.49 | -103.17 |
| 10.39 | 62.33 | -64.86 |
| 10.77 | 86.67 | -26.55 |
| 11.16 | 112.43 | 11.76 |
| 11.54 | 139.48 | 50.07 |
| 11.92 | 167.73 | 88.38 |
| 12.31 | 197.07 | 126.69 |
| 12.69 | 227.41 | 164.99 |
| 13.07 | 258.64 | 203.30 |
| 13.46 | 290.68 | 241.61 |
| 13.84 | 323.44 | 279.92 |

## 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/BLZE.md?legs[0][expiry]=2026-11-20&legs[0][strike]=10&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.04`. A preset: `/calculators/stock-option-calculator/BLZE.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for BLZE

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

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