# F - FORD MOTOR CO Options Profit Calculator, Price & Chart

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

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 **12.15**. 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 | 12.15 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | American |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.3651 |
| Indexed IV | 0.4322 |
| Div Amt | 0.15 |
| Ex-Date | Nov 10, 2026 |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 12.00 | Call | 1 | Long | 0.2400 | 0.2406 | 0.3514 | 0.6563 | 0.9498 | -0.0233 | 0.0040 | 0.0006 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 24.00 | 24.06 | 0.06 | 65.63 | 94.98 | -2.33 | 0.40 | 0.06 |

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): **12.15**.

P/L by stock price from 6.08 to 18.10 (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 **-24.00** (at 6.08) to **585.97** (at 18.10).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 6.08 | -24.00 | -24.00 |
| 6.58 | -24.00 | -24.00 |
| 7.08 | -24.00 | -24.00 |
| 7.58 | -24.00 | -24.00 |
| 8.08 | -24.00 | -24.00 |
| 8.58 | -24.00 | -24.00 |
| 9.08 | -24.00 | -24.00 |
| 9.58 | -24.00 | -24.00 |
| 10.08 | -24.00 | -24.00 |
| 10.58 | -24.00 | -24.00 |
| 11.09 | -23.94 | -24.00 |
| 11.59 | -21.42 | -24.00 |
| 12.09 | -4.16 | -15.26 |
| 12.59 | 35.92 | 34.84 |
| 13.09 | 84.94 | 84.94 |
| 13.59 | 135.05 | 135.05 |
| 14.09 | 185.15 | 185.15 |
| 14.59 | 235.25 | 235.25 |
| 15.09 | 285.36 | 285.36 |
| 15.59 | 335.46 | 335.46 |
| 16.10 | 385.56 | 385.56 |
| 16.60 | 435.66 | 435.66 |
| 17.10 | 485.77 | 485.77 |
| 17.60 | 535.87 | 535.87 |
| 18.10 | 585.97 | 585.97 |

## 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/F.md?legs[0][expiry]=2026-10-23&legs[0][strike]=12&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.24`. A preset: `/calculators/stock-option-calculator/F.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for F

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

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