# LQD - ISHARES IBOXX INVTOP ETF Options Profit Calculator, Price & Chart

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

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 **102.88**. 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 | 102.88 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.0568 |
| Indexed IV | 0.0989 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-21 | 103.00 | Call | 1 | Long | 0.2600 | 0.2697 | 0.1041 | 0.4523 | 0.4998 | -0.0834 | 0.0302 | 0.0025 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 26.00 | 26.97 | 0.97 | 45.23 | 49.98 | -8.34 | 3.02 | 0.25 |

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): **102.71**.

P/L by stock price from 51.44 to 153.26 (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 **-26.00** (at 51.44) to **4,999.94** (at 153.26).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 51.44 | -26.00 | -26.00 |
| 55.68 | -26.00 | -26.00 |
| 59.92 | -26.00 | -26.00 |
| 64.17 | -26.00 | -26.00 |
| 68.41 | -26.00 | -26.00 |
| 72.65 | -26.00 | -26.00 |
| 76.89 | -26.00 | -26.00 |
| 81.14 | -26.00 | -26.00 |
| 85.38 | -26.00 | -26.00 |
| 89.62 | -26.00 | -26.00 |
| 93.86 | -26.00 | -26.00 |
| 98.11 | -26.00 | -26.00 |
| 102.35 | -16.40 | -26.00 |
| 106.59 | 335.41 | 333.22 |
| 110.83 | 759.65 | 757.46 |
| 115.08 | 1,183.90 | 1,181.71 |
| 119.32 | 1,608.15 | 1,605.96 |
| 123.56 | 2,032.40 | 2,030.21 |
| 127.80 | 2,456.64 | 2,454.45 |
| 132.05 | 2,880.89 | 2,878.70 |
| 136.29 | 3,305.14 | 3,302.95 |
| 140.53 | 3,729.39 | 3,727.20 |
| 144.77 | 4,153.63 | 4,151.44 |
| 149.02 | 4,577.88 | 4,575.69 |
| 153.26 | 5,002.13 | 4,999.94 |

## 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/LQD.md?legs[0][expiry]=2026-10-21&legs[0][strike]=103&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.26`. A preset: `/calculators/stock-option-calculator/LQD.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for LQD

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

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