# IGV - ISHARES GSTI SFTWR ETF Options Profit Calculator, Price & Chart

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

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 **106.93**. 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 | 106.93 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.3120 |
| Indexed IV | 0.3014 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 107.00 | Call | 1 | Long | 1.5400 | 1.5565 | 0.4070 | 0.5037 | 0.1011 | -0.2679 | 0.0387 | 0.0043 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 154.00 | 155.65 | 1.65 | 50.37 | 10.11 | -26.79 | 3.87 | 0.43 |

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): **106.87**.

P/L by stock price from 53.47 to 159.29 (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 **-154.00** (at 53.47) to **5,075.26** (at 159.29).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 53.47 | -154.00 | -154.00 |
| 57.87 | -154.00 | -154.00 |
| 62.28 | -154.00 | -154.00 |
| 66.69 | -154.00 | -154.00 |
| 71.10 | -154.00 | -154.00 |
| 75.51 | -154.00 | -154.00 |
| 79.92 | -154.00 | -154.00 |
| 84.33 | -154.00 | -154.00 |
| 88.74 | -154.00 | -154.00 |
| 93.15 | -153.99 | -154.00 |
| 97.56 | -153.23 | -154.00 |
| 101.97 | -136.33 | -154.00 |
| 106.38 | -24.59 | -154.00 |
| 110.79 | 264.91 | 224.83 |
| 115.20 | 672.58 | 665.78 |
| 119.61 | 1,110.28 | 1,106.73 |
| 124.02 | 1,551.09 | 1,547.68 |
| 128.43 | 1,992.04 | 1,988.62 |
| 132.84 | 2,432.98 | 2,429.57 |
| 137.25 | 2,873.93 | 2,870.52 |
| 141.65 | 3,314.88 | 3,311.47 |
| 146.06 | 3,755.83 | 3,752.42 |
| 150.47 | 4,196.78 | 4,193.37 |
| 154.88 | 4,637.73 | 4,634.31 |
| 159.29 | 5,078.67 | 5,075.26 |

## 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/IGV.md?legs[0][expiry]=2026-10-23&legs[0][strike]=107&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.54`. A preset: `/calculators/stock-option-calculator/IGV.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for IGV

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

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