# CIFR - CIPHER MINING INC. COMMON STOC Options Profit Calculator, Price & Chart

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

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 **8.88**. 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 | 8.88 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.0862 |
| Indexed IV | 1.2144 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 9.00 | Call | 1 | Long | 0.3800 | 0.3812 | 1.3535 | 0.4819 | 0.3657 | -0.0728 | 0.0032 | 0.0003 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 38.00 | 38.12 | 0.12 | 48.19 | 36.57 | -7.28 | 0.32 | 0.03 |

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): **8.88**.

P/L by stock price from 4.44 to 13.23 (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 **-38.00** (at 4.44) to **384.85** (at 13.23).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 4.44 | -38.00 | -38.00 |
| 4.81 | -38.00 | -38.00 |
| 5.17 | -38.00 | -38.00 |
| 5.54 | -38.00 | -38.00 |
| 5.90 | -37.99 | -38.00 |
| 6.27 | -37.96 | -38.00 |
| 6.64 | -37.80 | -38.00 |
| 7.00 | -37.26 | -38.00 |
| 7.37 | -35.82 | -38.00 |
| 7.74 | -32.62 | -38.00 |
| 8.10 | -26.58 | -38.00 |
| 8.47 | -16.63 | -38.00 |
| 8.83 | -2.05 | -38.00 |
| 9.20 | 17.41 | -17.96 |
| 9.57 | 41.44 | 18.66 |
| 9.93 | 69.34 | 55.28 |
| 10.30 | 100.26 | 91.90 |
| 10.67 | 133.34 | 128.52 |
| 11.03 | 167.87 | 165.13 |
| 11.40 | 203.32 | 201.75 |
| 11.76 | 239.30 | 238.37 |
| 12.13 | 275.59 | 274.99 |
| 12.50 | 312.04 | 311.61 |
| 12.86 | 348.58 | 348.23 |
| 13.23 | 385.16 | 384.85 |

## 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/CIFR.md?legs[0][expiry]=2026-10-23&legs[0][strike]=9&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.38`. A preset: `/calculators/stock-option-calculator/CIFR.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for CIFR

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

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