# IREN - IRIS ENERGY LIMITED ORDINARY S Options Profit Calculator, Price & Chart

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

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 **27.73**. 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 | 27.73 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.0274 |
| Indexed IV | 1.1235 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 27.50 | Call | 1 | Long | 1.4450 | 1.4508 | 1.1511 | 0.5529 | 0.1183 | -0.1666 | 0.0115 | 0.0015 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 144.50 | 145.08 | 0.58 | 55.29 | 11.83 | -16.66 | 1.15 | 0.15 |

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): **27.72**.

P/L by stock price from 13.87 to 41.31 (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 **-144.50** (at 13.87) to **1,236.41** (at 41.31).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 13.87 | -144.50 | -144.50 |
| 15.01 | -144.50 | -144.50 |
| 16.15 | -144.50 | -144.50 |
| 17.30 | -144.50 | -144.50 |
| 18.44 | -144.47 | -144.50 |
| 19.58 | -144.30 | -144.50 |
| 20.73 | -143.57 | -144.50 |
| 21.87 | -141.22 | -144.50 |
| 23.01 | -135.10 | -144.50 |
| 24.16 | -122.02 | -144.50 |
| 25.30 | -98.24 | -144.50 |
| 26.44 | -60.55 | -144.50 |
| 27.59 | -7.20 | -135.79 |
| 28.73 | 61.64 | -21.44 |
| 29.87 | 144.15 | 92.91 |
| 31.02 | 237.57 | 207.26 |
| 32.16 | 338.97 | 321.61 |
| 33.30 | 445.74 | 435.96 |
| 34.45 | 555.87 | 550.31 |
| 35.59 | 667.98 | 664.66 |
| 36.74 | 781.20 | 779.01 |
| 37.88 | 895.00 | 893.36 |
| 39.02 | 1,009.09 | 1,007.71 |
| 40.17 | 1,123.32 | 1,122.06 |
| 41.31 | 1,237.62 | 1,236.41 |

## 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/IREN.md?legs[0][expiry]=2026-10-23&legs[0][strike]=27.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.445`. A preset: `/calculators/stock-option-calculator/IREN.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for IREN

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

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