# EWC - ISHARES MSCI CANADA ETF Options Profit Calculator, Price & Chart

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

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 **60.87**. 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 | 60.87 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.1409 |
| Indexed IV | 0.1586 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 61.00 | Call | 1 | Long | 1.1500 | 1.2395 | 0.1702 | 0.5192 | 0.1320 | -0.0226 | 0.0707 | 0.0258 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 115.00 | 123.95 | 8.95 | 51.92 | 13.20 | -2.26 | 7.07 | 2.58 |

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): **60.69**.

P/L by stock price from 30.44 to 90.68 (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 **-115.00** (at 30.44) to **2,852.75** (at 90.68).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 30.44 | -115.00 | -115.00 |
| 32.95 | -115.00 | -115.00 |
| 35.46 | -115.00 | -115.00 |
| 37.97 | -115.00 | -115.00 |
| 40.48 | -115.00 | -115.00 |
| 42.99 | -115.00 | -115.00 |
| 45.50 | -115.00 | -115.00 |
| 48.01 | -115.00 | -115.00 |
| 50.52 | -114.99 | -115.00 |
| 53.03 | -114.75 | -115.00 |
| 55.54 | -111.14 | -115.00 |
| 58.05 | -87.22 | -115.00 |
| 60.56 | -6.71 | -115.00 |
| 63.07 | 152.82 | 91.63 |
| 65.58 | 371.38 | 342.64 |
| 68.09 | 614.95 | 593.65 |
| 70.60 | 864.85 | 844.66 |
| 73.11 | 1,115.75 | 1,095.68 |
| 75.62 | 1,366.75 | 1,346.69 |
| 78.13 | 1,617.76 | 1,597.70 |
| 80.64 | 1,868.77 | 1,848.71 |
| 83.15 | 2,119.78 | 2,099.72 |
| 85.66 | 2,370.80 | 2,350.73 |
| 88.17 | 2,621.81 | 2,601.74 |
| 90.68 | 2,872.82 | 2,852.75 |

## 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/EWC.md?legs[0][expiry]=2026-11-20&legs[0][strike]=61&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.15`. A preset: `/calculators/stock-option-calculator/EWC.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for EWC

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

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