# GME - GAMESTOP CORP CL A Options Profit Calculator, Price & Chart

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

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 **26.44**. 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 | 26.44 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.3729 |
| Indexed IV | 0.7343 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 26.50 | Call | 1 | Long | 0.8100 | 0.8153 | 0.7597 | 0.5066 | 0.1897 | -0.1062 | 0.0110 | 0.0014 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 81.00 | 81.53 | 0.53 | 50.66 | 18.97 | -10.62 | 1.10 | 0.14 |

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): **26.43**.

P/L by stock price from 13.22 to 39.39 (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 **-81.00** (at 13.22) to **1,207.74** (at 39.39).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 13.22 | -81.00 | -81.00 |
| 14.31 | -81.00 | -81.00 |
| 15.40 | -81.00 | -81.00 |
| 16.49 | -81.00 | -81.00 |
| 17.58 | -81.00 | -81.00 |
| 18.67 | -81.00 | -81.00 |
| 19.76 | -80.99 | -81.00 |
| 20.85 | -80.93 | -81.00 |
| 21.94 | -80.43 | -81.00 |
| 23.03 | -77.89 | -81.00 |
| 24.12 | -69.17 | -81.00 |
| 25.21 | -47.49 | -81.00 |
| 26.30 | -6.20 | -81.00 |
| 27.39 | 57.23 | 8.40 |
| 28.48 | 139.96 | 117.43 |
| 29.57 | 236.01 | 226.46 |
| 30.66 | 339.54 | 335.49 |
| 31.76 | 446.55 | 444.53 |
| 32.85 | 554.93 | 553.56 |
| 33.94 | 663.77 | 662.59 |
| 35.03 | 772.76 | 771.62 |
| 36.12 | 881.78 | 880.65 |
| 37.21 | 990.81 | 989.68 |
| 38.30 | 1,099.84 | 1,098.71 |
| 39.39 | 1,208.87 | 1,207.74 |

## 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/GME.md?legs[0][expiry]=2026-10-23&legs[0][strike]=26.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.81`. A preset: `/calculators/stock-option-calculator/GME.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for GME

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

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