# IWMI - IWMI Options Profit Calculator, Price & Chart

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

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 **48.12**. 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 | 48.12 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.1504 |
| Indexed IV | 0.2410 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 48.00 | Call | 1 | Long | 0.6300 | 0.7123 | 0.0987 | 0.5857 | 0.2771 | -0.0115 | 0.0555 | 0.0241 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 63.00 | 71.23 | 8.23 | 58.57 | 27.71 | -1.15 | 5.55 | 2.41 |

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): **47.96**.

P/L by stock price from 24.06 to 71.68 (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 **-63.00** (at 24.06) to **2,305.39** (at 71.68).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 24.06 | -63.00 | -63.00 |
| 26.04 | -63.00 | -63.00 |
| 28.03 | -63.00 | -63.00 |
| 30.01 | -63.00 | -63.00 |
| 32.00 | -63.00 | -63.00 |
| 33.98 | -63.00 | -63.00 |
| 35.97 | -63.00 | -63.00 |
| 37.95 | -63.00 | -63.00 |
| 39.93 | -63.00 | -63.00 |
| 41.92 | -63.00 | -63.00 |
| 43.90 | -62.94 | -63.00 |
| 45.89 | -58.23 | -63.00 |
| 47.87 | -5.44 | -63.00 |
| 49.86 | 143.99 | 122.63 |
| 51.84 | 337.49 | 321.06 |
| 53.82 | 535.80 | 519.49 |
| 55.81 | 734.23 | 717.93 |
| 57.79 | 932.66 | 916.36 |
| 59.78 | 1,131.09 | 1,114.79 |
| 61.76 | 1,329.53 | 1,313.23 |
| 63.75 | 1,527.96 | 1,511.66 |
| 65.73 | 1,726.39 | 1,710.09 |
| 67.72 | 1,924.83 | 1,908.53 |
| 69.70 | 2,123.26 | 2,106.96 |
| 71.68 | 2,321.69 | 2,305.39 |

## 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/IWMI.md?legs[0][expiry]=2026-11-20&legs[0][strike]=48&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.63`. A preset: `/calculators/stock-option-calculator/IWMI.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for IWMI

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

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