# IEF - ISHARES LEHMAN 7-10Y ETF Options Profit Calculator, Price & Chart

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

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 **90.08**. 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 | 90.08 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.0492 |
| Indexed IV | 0.0821 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-21 | 90.00 | Call | 1 | Long | 0.2200 | 0.2310 | 0.0666 | 0.5893 | 0.8758 | -0.0488 | 0.0259 | 0.0029 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 22.00 | 23.10 | 1.10 | 58.93 | 87.58 | -4.88 | 2.59 | 0.29 |

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): **89.91**.

P/L by stock price from 45.04 to 134.19 (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 **-22.00** (at 45.04) to **4,397.13** (at 134.19).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 45.04 | -22.00 | -22.00 |
| 48.75 | -22.00 | -22.00 |
| 52.47 | -22.00 | -22.00 |
| 56.18 | -22.00 | -22.00 |
| 59.90 | -22.00 | -22.00 |
| 63.61 | -22.00 | -22.00 |
| 67.33 | -22.00 | -22.00 |
| 71.04 | -22.00 | -22.00 |
| 74.76 | -22.00 | -22.00 |
| 78.47 | -22.00 | -22.00 |
| 82.19 | -22.00 | -22.00 |
| 85.90 | -22.00 | -22.00 |
| 89.62 | -16.91 | -22.00 |
| 93.33 | 312.94 | 311.03 |
| 97.04 | 684.41 | 682.49 |
| 100.76 | 1,055.87 | 1,053.96 |
| 104.47 | 1,427.34 | 1,425.42 |
| 108.19 | 1,798.80 | 1,796.89 |
| 111.90 | 2,170.26 | 2,168.35 |
| 115.62 | 2,541.73 | 2,539.81 |
| 119.33 | 2,913.19 | 2,911.28 |
| 123.05 | 3,284.66 | 3,282.74 |
| 126.76 | 3,656.12 | 3,654.21 |
| 130.48 | 4,027.58 | 4,025.67 |
| 134.19 | 4,399.05 | 4,397.13 |

## 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/IEF.md?legs[0][expiry]=2026-10-21&legs[0][strike]=90&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.22`. A preset: `/calculators/stock-option-calculator/IEF.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for IEF

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

---

From [Optionistics](https://www.optionistics.com), options analytics since 2005. Site map for AI agents: https://www.optionistics.com/llms.txt