# CRWV - CROWNE VENTURES INC Options Profit Calculator, Price & Chart

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

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 **61.12**. 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 | 61.12 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.9286 |
| Indexed IV | 1.0851 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 61.00 | Call | 1 | Long | 2.9500 | 2.9624 | 1.1338 | 0.5317 | 0.0548 | -0.3637 | 0.0254 | 0.0032 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 295.00 | 296.24 | 1.24 | 53.17 | 5.48 | -36.37 | 2.54 | 0.32 |

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): **61.09**.

P/L by stock price from 30.56 to 91.05 (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 **-295.00** (at 30.56) to **2,709.99** (at 91.05).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 30.56 | -295.00 | -295.00 |
| 33.08 | -295.00 | -295.00 |
| 35.60 | -295.00 | -295.00 |
| 38.12 | -295.00 | -295.00 |
| 40.64 | -294.95 | -295.00 |
| 43.16 | -294.68 | -295.00 |
| 45.68 | -293.46 | -295.00 |
| 48.20 | -289.25 | -295.00 |
| 50.72 | -277.81 | -295.00 |
| 53.24 | -252.39 | -295.00 |
| 55.76 | -204.71 | -295.00 |
| 58.28 | -127.18 | -295.00 |
| 60.80 | -15.23 | -295.00 |
| 63.33 | 131.48 | -62.46 |
| 65.85 | 309.37 | 189.58 |
| 68.37 | 512.47 | 441.62 |
| 70.89 | 734.13 | 693.66 |
| 73.41 | 968.37 | 945.70 |
| 75.93 | 1,210.53 | 1,197.74 |
| 78.45 | 1,457.35 | 1,449.78 |
| 80.97 | 1,706.76 | 1,701.82 |
| 83.49 | 1,957.52 | 1,953.87 |
| 86.01 | 2,208.97 | 2,205.91 |
| 88.53 | 2,460.74 | 2,457.95 |
| 91.05 | 2,712.67 | 2,709.99 |

## 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/CRWV.md?legs[0][expiry]=2026-10-23&legs[0][strike]=61&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.95`. A preset: `/calculators/stock-option-calculator/CRWV.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for CRWV

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

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