# INTC - INTEL CORP Options Profit Calculator, Price & Chart

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

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 **92.03**. 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 | 92.03 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.7405 |
| Indexed IV | 0.6866 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 92.00 | Call | 1 | Long | 2.6400 | 2.6589 | 0.6832 | 0.5184 | 0.0605 | -0.3327 | 0.0384 | 0.0049 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 264.00 | 265.89 | 1.89 | 51.84 | 6.05 | -33.27 | 3.84 | 0.49 |

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): **91.98**.

P/L by stock price from 46.02 to 137.10 (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 **-264.00** (at 46.02) to **4,245.62** (at 137.10).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 46.02 | -264.00 | -264.00 |
| 49.81 | -264.00 | -264.00 |
| 53.61 | -264.00 | -264.00 |
| 57.40 | -264.00 | -264.00 |
| 61.20 | -264.00 | -264.00 |
| 64.99 | -264.00 | -264.00 |
| 68.79 | -264.00 | -264.00 |
| 72.58 | -263.93 | -264.00 |
| 76.38 | -263.11 | -264.00 |
| 80.17 | -257.53 | -264.00 |
| 83.97 | -233.64 | -264.00 |
| 87.76 | -164.81 | -264.00 |
| 91.56 | -22.01 | -264.00 |
| 95.35 | 206.14 | 71.07 |
| 99.15 | 505.96 | 450.57 |
| 102.94 | 851.05 | 830.08 |
| 106.74 | 1,218.29 | 1,209.58 |
| 110.53 | 1,594.15 | 1,589.09 |
| 114.33 | 1,972.74 | 1,968.59 |
| 118.12 | 2,352.05 | 2,348.10 |
| 121.92 | 2,731.52 | 2,727.60 |
| 125.71 | 3,111.02 | 3,107.11 |
| 129.51 | 3,490.52 | 3,486.61 |
| 133.30 | 3,870.03 | 3,866.12 |
| 137.10 | 4,249.53 | 4,245.62 |

## 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/INTC.md?legs[0][expiry]=2026-10-23&legs[0][strike]=92&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.64`. A preset: `/calculators/stock-option-calculator/INTC.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for INTC

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

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