# EFA - ISHARES MSCI EAFE IDXETF Options Profit Calculator, Price & Chart

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

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 **102.87**. 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 | 102.87 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.1530 |
| Indexed IV | 0.1448 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 103.00 | Call | 1 | Long | 0.7100 | 0.7305 | 0.1798 | 0.4860 | 0.2059 | -0.1017 | 0.0429 | 0.0054 |

**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 | 73.05 | 2.05 | 48.60 | 20.59 | -10.17 | 4.29 | 0.54 |

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): **102.77**.

P/L by stock price from 51.44 to 153.24 (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 51.44) to **4,953.45** (at 153.24).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 51.44 | -71.00 | -71.00 |
| 55.68 | -71.00 | -71.00 |
| 59.92 | -71.00 | -71.00 |
| 64.16 | -71.00 | -71.00 |
| 68.40 | -71.00 | -71.00 |
| 72.65 | -71.00 | -71.00 |
| 76.89 | -71.00 | -71.00 |
| 81.13 | -71.00 | -71.00 |
| 85.37 | -71.00 | -71.00 |
| 89.61 | -71.00 | -71.00 |
| 93.86 | -71.00 | -71.00 |
| 98.10 | -70.69 | -71.00 |
| 102.34 | -20.86 | -71.00 |
| 106.58 | 294.11 | 287.18 |
| 110.82 | 715.77 | 711.39 |
| 115.07 | 1,139.97 | 1,135.59 |
| 119.31 | 1,564.18 | 1,559.80 |
| 123.55 | 1,988.38 | 1,984.01 |
| 127.79 | 2,412.59 | 2,408.21 |
| 132.03 | 2,836.80 | 2,832.42 |
| 136.28 | 3,261.00 | 3,256.62 |
| 140.52 | 3,685.21 | 3,680.83 |
| 144.76 | 4,109.41 | 4,105.04 |
| 149.00 | 4,533.62 | 4,529.24 |
| 153.24 | 4,957.83 | 4,953.45 |

## 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/EFA.md?legs[0][expiry]=2026-10-23&legs[0][strike]=103&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.71`. A preset: `/calculators/stock-option-calculator/EFA.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for EFA

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

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