# CRML - CRML Options Profit Calculator, Price & Chart

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

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 **6.51**. 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 | 6.51 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.2581 |
| Indexed IV | 1.1115 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 6.50 | Call | 1 | Long | 0.3300 | 0.3313 | 1.1969 | 0.5312 | 0.4876 | -0.0409 | 0.0027 | 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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 33.00 | 33.13 | 0.13 | 53.12 | 48.76 | -4.09 | 0.27 | 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): **6.51**.

P/L by stock price from 3.26 to 9.70 (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 **-33.00** (at 3.26) to **286.79** (at 9.70).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 3.26 | -33.00 | -33.00 |
| 3.52 | -33.00 | -33.00 |
| 3.79 | -33.00 | -33.00 |
| 4.06 | -33.00 | -33.00 |
| 4.33 | -32.99 | -33.00 |
| 4.60 | -32.94 | -33.00 |
| 4.87 | -32.75 | -33.00 |
| 5.13 | -32.16 | -33.00 |
| 5.40 | -30.69 | -33.00 |
| 5.67 | -27.64 | -33.00 |
| 5.94 | -22.19 | -33.00 |
| 6.21 | -13.66 | -33.00 |
| 6.48 | -1.62 | -33.00 |
| 6.74 | 13.92 | -8.51 |
| 7.01 | 32.63 | 18.34 |
| 7.28 | 53.95 | 45.18 |
| 7.55 | 77.23 | 72.03 |
| 7.82 | 101.90 | 98.87 |
| 8.09 | 127.47 | 125.72 |
| 8.36 | 153.60 | 152.56 |
| 8.62 | 180.07 | 179.41 |
| 8.89 | 206.72 | 206.25 |
| 9.16 | 233.46 | 233.10 |
| 9.43 | 260.26 | 259.94 |
| 9.70 | 287.08 | 286.79 |

## 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/CRML.md?legs[0][expiry]=2026-10-23&legs[0][strike]=6.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.33`. A preset: `/calculators/stock-option-calculator/CRML.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for CRML

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

---

From [Optionistics](https://www.optionistics.com), options analytics since 2005. Site map for AI agents: https://www.optionistics.com/llms.txt