# BWMN - BOWMAN CONSULTING GROUP LTD. C Options Profit Calculator, Price & Chart

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

Data as of Oct 20, 2026 (end of day). **Data is delayed**: the latest session is Nov 10, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **42.79**. 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 | 42.79 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.6290 |
| Indexed IV | 0.1031 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 45.00 | Call | 1 | Long | 2.5000 | 2.5495 | 0.6851 | 0.4459 | 0.0463 | -0.0562 | 0.0493 | 0.0140 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 250.00 | 254.95 | 4.95 | 44.59 | 4.63 | -5.62 | 4.93 | 1.40 |

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): **42.68**.

P/L by stock price from 21.40 to 63.74 (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 **-250.00** (at 21.40) to **1,624.39** (at 63.74).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 21.40 | -249.98 | -250.00 |
| 23.16 | -249.92 | -250.00 |
| 24.92 | -249.69 | -250.00 |
| 26.69 | -248.99 | -250.00 |
| 28.45 | -247.24 | -250.00 |
| 30.22 | -243.41 | -250.00 |
| 31.98 | -236.01 | -250.00 |
| 33.75 | -223.14 | -250.00 |
| 35.51 | -202.59 | -250.00 |
| 37.28 | -172.18 | -250.00 |
| 39.04 | -129.96 | -250.00 |
| 40.80 | -74.44 | -250.00 |
| 42.57 | -4.75 | -250.00 |
| 44.33 | 79.30 | -250.00 |
| 46.10 | 177.34 | -140.15 |
| 47.86 | 288.47 | 36.30 |
| 49.63 | 411.45 | 212.76 |
| 51.39 | 544.87 | 389.21 |
| 53.16 | 687.20 | 565.66 |
| 54.92 | 836.99 | 742.12 |
| 56.69 | 992.89 | 918.57 |
| 58.45 | 1,153.68 | 1,095.03 |
| 60.21 | 1,318.33 | 1,271.48 |
| 61.98 | 1,485.99 | 1,447.93 |
| 63.74 | 1,655.95 | 1,624.39 |

## 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/BWMN.md?legs[0][expiry]=2026-11-20&legs[0][strike]=45&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.5`. A preset: `/calculators/stock-option-calculator/BWMN.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for BWMN

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

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