# EWZ - ISHARES MSCI BRAZIL ETF Options Profit Calculator, Price & Chart

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

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 **41.93**. 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 | 41.93 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.2756 |
| Indexed IV | 0.6232 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 42.00 | Call | 1 | Long | 0.7500 | 0.7584 | 0.4476 | 0.4988 | 0.2030 | -0.1001 | 0.0175 | 0.0022 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 75.00 | 75.84 | 0.84 | 49.88 | 20.30 | -10.01 | 1.75 | 0.22 |

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): **41.90**.

P/L by stock price from 20.97 to 62.46 (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 **-75.00** (at 20.97) to **1,971.27** (at 62.46).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 20.97 | -75.00 | -75.00 |
| 22.69 | -75.00 | -75.00 |
| 24.42 | -75.00 | -75.00 |
| 26.15 | -75.00 | -75.00 |
| 27.88 | -75.00 | -75.00 |
| 29.61 | -75.00 | -75.00 |
| 31.34 | -75.00 | -75.00 |
| 33.07 | -75.00 | -75.00 |
| 34.80 | -75.00 | -75.00 |
| 36.53 | -74.92 | -75.00 |
| 38.26 | -73.34 | -75.00 |
| 39.98 | -60.20 | -75.00 |
| 41.71 | -9.46 | -75.00 |
| 43.44 | 98.24 | 69.29 |
| 45.17 | 249.16 | 242.20 |
| 46.90 | 417.52 | 415.11 |
| 48.63 | 589.85 | 588.02 |
| 50.36 | 762.71 | 760.92 |
| 52.09 | 935.62 | 933.83 |
| 53.82 | 1,108.52 | 1,106.74 |
| 55.55 | 1,281.43 | 1,279.64 |
| 57.28 | 1,454.34 | 1,452.55 |
| 59.00 | 1,627.24 | 1,625.46 |
| 60.73 | 1,800.15 | 1,798.37 |
| 62.46 | 1,973.06 | 1,971.27 |

## 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/EWZ.md?legs[0][expiry]=2026-10-23&legs[0][strike]=42&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.75`. A preset: `/calculators/stock-option-calculator/EWZ.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for EWZ

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

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