# CLSK - CLSK Options Profit Calculator, Price & Chart

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

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 **8.43**. 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 | 8.43 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.8711 |
| Indexed IV | 0.9064 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 8.50 | Call | 1 | Long | 0.2750 | 0.2761 | 1.0085 | 0.4836 | 0.5171 | -0.0516 | 0.0030 | 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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 27.50 | 27.61 | 0.11 | 48.36 | 51.71 | -5.16 | 0.30 | 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): **8.43**.

P/L by stock price from 4.22 to 12.56 (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 **-27.50** (at 4.22) to **378.31** (at 12.56).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 4.22 | -27.50 | -27.50 |
| 4.56 | -27.50 | -27.50 |
| 4.91 | -27.50 | -27.50 |
| 5.26 | -27.50 | -27.50 |
| 5.61 | -27.50 | -27.50 |
| 5.95 | -27.50 | -27.50 |
| 6.30 | -27.49 | -27.50 |
| 6.65 | -27.42 | -27.50 |
| 7.00 | -27.08 | -27.50 |
| 7.34 | -25.81 | -27.50 |
| 7.69 | -22.33 | -27.50 |
| 8.04 | -14.90 | -27.50 |
| 8.39 | -1.94 | -27.50 |
| 8.73 | 17.17 | -4.08 |
| 9.08 | 41.89 | 30.68 |
| 9.43 | 70.91 | 65.44 |
| 9.78 | 102.73 | 100.21 |
| 10.12 | 136.14 | 134.97 |
| 10.47 | 170.33 | 169.73 |
| 10.82 | 204.88 | 204.49 |
| 11.17 | 239.56 | 239.26 |
| 11.52 | 274.30 | 274.02 |
| 11.86 | 309.06 | 308.78 |
| 12.21 | 343.82 | 343.55 |
| 12.56 | 378.58 | 378.31 |

## 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/CLSK.md?legs[0][expiry]=2026-10-23&legs[0][strike]=8.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.275`. A preset: `/calculators/stock-option-calculator/CLSK.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for CLSK

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

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