# FLYW - FLYWIRE CORPORATION VOTING COM Options Profit Calculator, Price & Chart

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

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 **18.64**. 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 | 18.64 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.4550 |
| Indexed IV | 0.6261 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 17.50 | Call | 1 | Long | 2.5500 | 2.5786 | 0.9188 | 0.6487 | 0.0743 | -0.0309 | 0.0201 | 0.0081 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 255.00 | 257.86 | 2.86 | 64.87 | 7.43 | -3.09 | 2.01 | 0.81 |

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): **18.59**.

P/L by stock price from 9.32 to 27.77 (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 **-255.00** (at 9.32) to **771.78** (at 27.77).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 9.32 | -253.90 | -255.00 |
| 10.09 | -252.35 | -255.00 |
| 10.86 | -249.37 | -255.00 |
| 11.63 | -244.27 | -255.00 |
| 12.39 | -236.25 | -255.00 |
| 13.16 | -224.54 | -255.00 |
| 13.93 | -208.45 | -255.00 |
| 14.70 | -187.45 | -255.00 |
| 15.47 | -161.20 | -255.00 |
| 16.24 | -129.54 | -255.00 |
| 17.01 | -92.53 | -255.00 |
| 17.78 | -50.35 | -227.47 |
| 18.54 | -3.33 | -150.61 |
| 19.31 | 48.13 | -73.74 |
| 20.08 | 103.58 | 3.12 |
| 20.85 | 162.56 | 79.99 |
| 21.62 | 224.61 | 156.86 |
| 22.39 | 289.29 | 233.72 |
| 23.16 | 356.20 | 310.59 |
| 23.92 | 424.98 | 387.45 |
| 24.69 | 495.32 | 464.32 |
| 25.46 | 566.93 | 541.19 |
| 26.23 | 639.60 | 618.05 |
| 27.00 | 713.12 | 694.92 |
| 27.77 | 787.33 | 771.78 |

## 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/FLYW.md?legs[0][expiry]=2026-11-20&legs[0][strike]=17.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.55`. A preset: `/calculators/stock-option-calculator/FLYW.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for FLYW

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

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