# DRAM - DATARAM CORP Options Profit Calculator, Price & Chart

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

Data as of Oct 20, 2026 (end of day). **Data is delayed**: the latest session is Nov 10, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **47.72**. 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 | 47.72 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.8182 |
| Indexed IV | 0.6077 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 47.50 | Call | 1 | Long | 1.2900 | 1.2978 | 0.6835 | 0.5441 | 0.1341 | -0.1980 | 0.0172 | 0.0020 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 129.00 | 129.78 | 0.78 | 54.41 | 13.41 | -19.80 | 1.72 | 0.20 |

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): **47.70**.

P/L by stock price from 23.86 to 71.09 (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 **-129.00** (at 23.86) to **2,229.80** (at 71.09).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 23.86 | -129.00 | -129.00 |
| 25.83 | -129.00 | -129.00 |
| 27.80 | -129.00 | -129.00 |
| 29.76 | -129.00 | -129.00 |
| 31.73 | -129.00 | -129.00 |
| 33.70 | -129.00 | -129.00 |
| 35.67 | -129.00 | -129.00 |
| 37.63 | -128.99 | -129.00 |
| 39.60 | -128.87 | -129.00 |
| 41.57 | -127.44 | -129.00 |
| 43.54 | -118.68 | -129.00 |
| 45.51 | -86.93 | -129.00 |
| 47.47 | -12.19 | -129.00 |
| 49.44 | 113.20 | 65.19 |
| 51.41 | 277.97 | 261.97 |
| 53.38 | 463.83 | 458.75 |
| 55.35 | 657.74 | 655.54 |
| 57.31 | 853.94 | 852.32 |
| 59.28 | 1,050.63 | 1,049.10 |
| 61.25 | 1,247.40 | 1,245.89 |
| 63.22 | 1,444.18 | 1,442.67 |
| 65.18 | 1,640.97 | 1,639.45 |
| 67.15 | 1,837.75 | 1,836.24 |
| 69.12 | 2,034.54 | 2,033.02 |
| 71.09 | 2,231.32 | 2,229.80 |

## 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/DRAM.md?legs[0][expiry]=2026-10-23&legs[0][strike]=47.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.29`. A preset: `/calculators/stock-option-calculator/DRAM.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for DRAM

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

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