# FIGR - FIRST NATL BK GROTON Options Profit Calculator, Price & Chart

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

Data as of Oct 22, 2026 (end of day). **Data is delayed**: the latest session is Nov 12, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **24.04**. 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 | 24.04 |
| Solve For | Price Change |
| Valuation date | Oct 22, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.9041 |
| Indexed IV | 0.7645 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-30 | 24.00 | Call | 1 | Long | 1.4000 | 1.4095 | 0.9734 | 0.5357 | 0.1147 | -0.0873 | 0.0141 | 0.0025 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 140.00 | 140.95 | 0.95 | 53.57 | 11.47 | -8.73 | 1.41 | 0.25 |

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): **24.02**.

P/L by stock price from 12.02 to 35.81 (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 **-140.00** (at 12.02) to **1,041.22** (at 35.81).

| Stock price | P/L on Oct 22, 2026 | P/L at expiration |
|---:|---:|---:|
| 12.02 | -140.00 | -140.00 |
| 13.01 | -140.00 | -140.00 |
| 14.00 | -139.99 | -140.00 |
| 14.99 | -139.96 | -140.00 |
| 15.99 | -139.80 | -140.00 |
| 16.98 | -139.20 | -140.00 |
| 17.97 | -137.48 | -140.00 |
| 18.96 | -133.36 | -140.00 |
| 19.95 | -124.94 | -140.00 |
| 20.94 | -109.92 | -140.00 |
| 21.93 | -86.03 | -140.00 |
| 22.92 | -51.53 | -140.00 |
| 23.92 | -5.59 | -140.00 |
| 24.91 | 51.63 | -49.26 |
| 25.90 | 119.14 | 49.88 |
| 26.89 | 195.37 | 149.01 |
| 27.88 | 278.55 | 248.14 |
| 28.87 | 366.97 | 347.28 |
| 29.86 | 459.16 | 446.41 |
| 30.86 | 553.92 | 545.55 |
| 31.85 | 650.39 | 644.68 |
| 32.84 | 747.93 | 743.81 |
| 33.83 | 846.14 | 842.95 |
| 34.82 | 944.75 | 942.08 |
| 35.81 | 1,043.60 | 1,041.22 |

## 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/FIGR.md?legs[0][expiry]=2026-10-30&legs[0][strike]=24&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.4`. A preset: `/calculators/stock-option-calculator/FIGR.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for FIGR

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

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