# GHM - GRAHAM CORP Options Profit Calculator, Price & Chart

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

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 **69.23**. 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 | 69.23 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.5216 |
| Indexed IV | 0.5693 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 70.00 | Call | 1 | Long | 5.7500 | 5.8453 | 0.7455 | 0.5302 | 0.0260 | -0.0983 | 0.0815 | 0.0271 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 575.00 | 584.53 | 9.53 | 53.02 | 2.60 | -9.83 | 8.15 | 2.71 |

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): **69.05**.

P/L by stock price from 34.62 to 103.13 (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 **-575.00** (at 34.62) to **2,738.13** (at 103.13).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 34.62 | -574.78 | -575.00 |
| 37.47 | -574.19 | -575.00 |
| 40.32 | -572.54 | -575.00 |
| 43.18 | -568.65 | -575.00 |
| 46.03 | -560.63 | -575.00 |
| 48.89 | -545.92 | -575.00 |
| 51.74 | -521.41 | -575.00 |
| 54.60 | -483.77 | -575.00 |
| 57.45 | -429.81 | -575.00 |
| 60.31 | -356.84 | -575.00 |
| 63.16 | -262.94 | -575.00 |
| 66.02 | -147.11 | -575.00 |
| 68.87 | -9.25 | -575.00 |
| 71.73 | 149.91 | -402.20 |
| 74.58 | 329.01 | -116.72 |
| 77.44 | 526.22 | 168.77 |
| 80.29 | 739.47 | 454.25 |
| 83.15 | 966.60 | 739.74 |
| 86.00 | 1,205.50 | 1,025.22 |
| 88.86 | 1,454.19 | 1,310.71 |
| 91.71 | 1,710.92 | 1,596.19 |
| 94.57 | 1,974.12 | 1,881.68 |
| 97.42 | 2,242.48 | 2,167.16 |
| 100.28 | 2,514.92 | 2,452.64 |
| 103.13 | 2,790.52 | 2,738.13 |

## 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/GHM.md?legs[0][expiry]=2026-11-20&legs[0][strike]=70&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=5.75`. A preset: `/calculators/stock-option-calculator/GHM.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for GHM

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

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