# EEM - ISHARES MSCI EMRG MK ETF Options Profit Calculator, Price & Chart

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

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 **63.31**. 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 | 63.31 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.2390 |
| Indexed IV | 0.2407 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 63.50 | Call | 1 | Long | 0.7100 | 0.7222 | 0.3026 | 0.4740 | 0.1985 | -0.1029 | 0.0264 | 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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 71.00 | 72.22 | 1.22 | 47.40 | 19.85 | -10.29 | 2.64 | 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): **63.26**.

P/L by stock price from 31.66 to 94.31 (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 **-71.00** (at 31.66) to **3,010.23** (at 94.31).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 31.66 | -71.00 | -71.00 |
| 34.27 | -71.00 | -71.00 |
| 36.88 | -71.00 | -71.00 |
| 39.49 | -71.00 | -71.00 |
| 42.10 | -71.00 | -71.00 |
| 44.71 | -71.00 | -71.00 |
| 47.32 | -71.00 | -71.00 |
| 49.93 | -71.00 | -71.00 |
| 52.54 | -71.00 | -71.00 |
| 55.15 | -71.00 | -71.00 |
| 57.76 | -70.92 | -71.00 |
| 60.37 | -66.23 | -71.00 |
| 62.98 | -13.19 | -71.00 |
| 65.59 | 156.97 | 138.44 |
| 68.21 | 403.04 | 399.51 |
| 70.82 | 663.30 | 660.58 |
| 73.43 | 924.35 | 921.65 |
| 76.04 | 1,185.43 | 1,182.73 |
| 78.65 | 1,446.50 | 1,443.80 |
| 81.26 | 1,707.57 | 1,704.87 |
| 83.87 | 1,968.64 | 1,965.94 |
| 86.48 | 2,229.71 | 2,227.02 |
| 89.09 | 2,490.79 | 2,488.09 |
| 91.70 | 2,751.86 | 2,749.16 |
| 94.31 | 3,012.93 | 3,010.23 |

## 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/EEM.md?legs[0][expiry]=2026-10-23&legs[0][strike]=63.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.71`. A preset: `/calculators/stock-option-calculator/EEM.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for EEM

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

---

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