# CRCG - LEVERAGE SHARES 2X LONG CRCL D Options Profit Calculator, Price & Chart

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

Data as of Oct 23, 2026 (end of day). **Data is delayed**: the latest session is Nov 13, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **12.43**. 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 | 12.43 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 2.8892 |
| Indexed IV | 1.5440 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 12.00 | Call | 1 | Long | 2.3100 | 2.3248 | 1.5582 | 0.6195 | 0.0710 | -0.0371 | 0.0131 | 0.0041 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 231.00 | 232.48 | 1.48 | 61.95 | 7.10 | -3.71 | 1.31 | 0.41 |

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): **12.41**.

P/L by stock price from 6.22 to 18.52 (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 **-231.00** (at 6.22) to **420.69** (at 18.52).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 6.22 | -220.70 | -231.00 |
| 6.73 | -214.87 | -231.00 |
| 7.24 | -207.12 | -231.00 |
| 7.75 | -197.22 | -231.00 |
| 8.27 | -185.04 | -231.00 |
| 8.78 | -170.48 | -231.00 |
| 9.29 | -153.47 | -231.00 |
| 9.80 | -134.03 | -231.00 |
| 10.32 | -112.19 | -231.00 |
| 10.83 | -88.01 | -231.00 |
| 11.34 | -61.59 | -231.00 |
| 11.85 | -33.04 | -231.00 |
| 12.37 | -2.49 | -194.41 |
| 12.88 | 29.96 | -143.15 |
| 13.39 | 64.15 | -91.89 |
| 13.90 | 99.96 | -40.63 |
| 14.42 | 137.26 | 10.62 |
| 14.93 | 175.92 | 61.88 |
| 15.44 | 215.84 | 113.14 |
| 15.95 | 256.89 | 164.40 |
| 16.47 | 298.97 | 215.65 |
| 16.98 | 341.99 | 266.91 |
| 17.49 | 385.85 | 318.17 |
| 18.00 | 430.48 | 369.43 |
| 18.52 | 475.79 | 420.69 |

## 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/CRCG.md?legs[0][expiry]=2026-11-20&legs[0][strike]=12&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.31`. A preset: `/calculators/stock-option-calculator/CRCG.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for CRCG

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

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