# CWVX - CWVX Options Profit Calculator, Price & Chart

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

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 **5.36**. 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 | 5.36 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.8983 |
| Indexed IV | 2.2032 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 5.00 | Call | 1 | Long | 1.6000 | 1.6055 | 2.5185 | 0.6746 | 0.0963 | -0.0243 | 0.0053 | 0.0015 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 160.00 | 160.55 | 0.55 | 67.46 | 9.63 | -2.43 | 0.53 | 0.15 |

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): **5.35**.

P/L by stock price from 2.68 to 7.98 (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 **-160.00** (at 2.68) to **138.47** (at 7.98).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 2.68 | -134.86 | -160.00 |
| 2.90 | -127.91 | -160.00 |
| 3.12 | -120.08 | -160.00 |
| 3.34 | -111.40 | -160.00 |
| 3.56 | -101.90 | -160.00 |
| 3.79 | -91.63 | -160.00 |
| 4.01 | -80.63 | -160.00 |
| 4.23 | -68.92 | -160.00 |
| 4.45 | -56.56 | -160.00 |
| 4.67 | -43.58 | -160.00 |
| 4.89 | -30.02 | -160.00 |
| 5.11 | -15.92 | -148.87 |
| 5.33 | -1.31 | -126.76 |
| 5.55 | 13.77 | -104.66 |
| 5.77 | 29.30 | -82.56 |
| 6.00 | 45.24 | -60.45 |
| 6.22 | 61.57 | -38.35 |
| 6.44 | 78.26 | -16.25 |
| 6.66 | 95.28 | 5.86 |
| 6.88 | 112.62 | 27.96 |
| 7.10 | 130.25 | 50.06 |
| 7.32 | 148.16 | 72.16 |
| 7.54 | 166.31 | 94.27 |
| 7.76 | 184.71 | 116.37 |
| 7.98 | 203.33 | 138.47 |

## 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/CWVX.md?legs[0][expiry]=2026-11-20&legs[0][strike]=5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.6`. A preset: `/calculators/stock-option-calculator/CWVX.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for CWVX

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

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