# HYMB - SPDR HR MUNI ETF Options Profit Calculator, Price & Chart

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

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 **23.56**. 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 | 23.56 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.0470 |
| Indexed IV | 0.0470 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 24.00 | Call | 1 | Long | 0.1000 | 0.1200 | 0.0931 | 0.2966 | 0.5327 | -0.0042 | 0.0241 | 0.0060 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 10.00 | 12.00 | 2.00 | 29.66 | 53.27 | -0.42 | 2.41 | 0.60 |

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): **23.48**.

P/L by stock price from 11.78 to 35.10 (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 **-10.00** (at 11.78) to **1,099.71** (at 35.10).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 11.78 | -10.00 | -10.00 |
| 12.75 | -10.00 | -10.00 |
| 13.72 | -10.00 | -10.00 |
| 14.69 | -10.00 | -10.00 |
| 15.67 | -10.00 | -10.00 |
| 16.64 | -10.00 | -10.00 |
| 17.61 | -10.00 | -10.00 |
| 18.58 | -10.00 | -10.00 |
| 19.55 | -10.00 | -10.00 |
| 20.52 | -10.00 | -10.00 |
| 21.50 | -10.00 | -10.00 |
| 22.47 | -9.75 | -10.00 |
| 23.44 | -1.22 | -10.00 |
| 24.41 | 48.08 | 31.01 |
| 25.38 | 136.69 | 128.16 |
| 26.35 | 233.47 | 225.32 |
| 27.32 | 330.62 | 322.47 |
| 28.30 | 427.78 | 419.63 |
| 29.27 | 524.93 | 516.78 |
| 30.24 | 622.09 | 613.94 |
| 31.21 | 719.24 | 711.09 |
| 32.18 | 816.40 | 808.25 |
| 33.15 | 913.55 | 905.40 |
| 34.13 | 1,010.71 | 1,002.56 |
| 35.10 | 1,107.86 | 1,099.71 |

## 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/HYMB.md?legs[0][expiry]=2026-11-20&legs[0][strike]=24&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.1`. A preset: `/calculators/stock-option-calculator/HYMB.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for HYMB

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

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