# CYPH - CYPHERPUNK TECHNOLOGIES INC. Options Profit Calculator, Price & Chart

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

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 **2.53**. 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 | 2.53 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.7764 |
| Indexed IV | 1.5269 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 2.50 | Call | 1 | Long | 0.1500 | 0.1505 | 1.2812 | 0.5632 | 1.1609 | -0.0168 | 0.0010 | 0.0001 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 15.00 | 15.05 | 0.05 | 56.32 | 116.09 | -1.68 | 0.10 | 0.01 |

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): **2.53**.

P/L by stock price from 1.27 to 3.77 (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 **-15.00** (at 1.27) to **111.89** (at 3.77).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 1.27 | -15.00 | -15.00 |
| 1.37 | -15.00 | -15.00 |
| 1.47 | -15.00 | -15.00 |
| 1.58 | -15.00 | -15.00 |
| 1.68 | -14.99 | -15.00 |
| 1.79 | -14.94 | -15.00 |
| 1.89 | -14.80 | -15.00 |
| 2.00 | -14.42 | -15.00 |
| 2.10 | -13.60 | -15.00 |
| 2.20 | -12.05 | -15.00 |
| 2.31 | -9.50 | -15.00 |
| 2.41 | -5.74 | -15.00 |
| 2.52 | -0.67 | -13.30 |
| 2.62 | 5.66 | -2.87 |
| 2.73 | 13.12 | 7.56 |
| 2.83 | 21.50 | 17.99 |
| 2.93 | 30.58 | 28.43 |
| 3.04 | 40.16 | 38.86 |
| 3.14 | 50.07 | 49.29 |
| 3.25 | 60.20 | 59.73 |
| 3.35 | 70.46 | 70.16 |
| 3.46 | 80.80 | 80.59 |
| 3.56 | 91.18 | 91.03 |
| 3.66 | 101.59 | 101.46 |
| 3.77 | 112.01 | 111.89 |

## 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/CYPH.md?legs[0][expiry]=2026-10-23&legs[0][strike]=2.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.15`. A preset: `/calculators/stock-option-calculator/CYPH.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for CYPH

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

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