# BNDX - VANGUARD TOTAL INTERNATIONAL B Options Profit Calculator, Price & Chart

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

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 **47.03**. 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 | 47.03 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.0422 |
| Indexed IV | 0.1227 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 47.00 | Call | 1 | Long | 0.2000 | 0.2876 | 0.0319 | 0.6673 | 0.8179 | -0.0058 | 0.0506 | 0.0273 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 20.00 | 28.76 | 8.76 | 66.73 | 81.79 | -0.58 | 5.06 | 2.73 |

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): **46.86**.

P/L by stock price from 23.52 to 70.06 (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 **-20.00** (at 23.52) to **2,286.02** (at 70.06).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 23.52 | -20.00 | -20.00 |
| 25.45 | -20.00 | -20.00 |
| 27.39 | -20.00 | -20.00 |
| 29.33 | -20.00 | -20.00 |
| 31.27 | -20.00 | -20.00 |
| 33.21 | -20.00 | -20.00 |
| 35.15 | -20.00 | -20.00 |
| 37.09 | -20.00 | -20.00 |
| 39.03 | -20.00 | -20.00 |
| 40.97 | -20.00 | -20.00 |
| 42.91 | -20.00 | -20.00 |
| 44.85 | -20.00 | -20.00 |
| 46.79 | -4.87 | -20.00 |
| 48.73 | 168.66 | 152.70 |
| 50.67 | 362.59 | 346.63 |
| 52.61 | 556.53 | 540.57 |
| 54.55 | 750.47 | 734.51 |
| 56.48 | 944.41 | 928.45 |
| 58.42 | 1,138.35 | 1,122.39 |
| 60.36 | 1,332.29 | 1,316.32 |
| 62.30 | 1,526.22 | 1,510.26 |
| 64.24 | 1,720.16 | 1,704.20 |
| 66.18 | 1,914.10 | 1,898.14 |
| 68.12 | 2,108.04 | 2,092.08 |
| 70.06 | 2,301.98 | 2,286.02 |

## 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/BNDX.md?legs[0][expiry]=2026-11-20&legs[0][strike]=47&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.2`. A preset: `/calculators/stock-option-calculator/BNDX.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for BNDX

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

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