# META - ROUNDHILL BALL METAVERSE ETF Options Profit Calculator, Price & Chart

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

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 **694.25**. 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 | 694.25 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | American |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.4026 |
| Indexed IV | 0.5541 |
| Div Amt | 0.525 |
| Ex-Date | Dec 17, 2026 |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 695.00 | Call | 1 | Long | 24.7000 | 25.1678 | 0.9983 | 0.5146 | 0.0063 | -4.2073 | 0.2509 | 0.0273 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 2,470.00 | 2,516.78 | 46.78 | 51.46 | 0.63 | -420.73 | 25.09 | 2.73 |

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): **693.35**.

P/L by stock price from 347.13 to 1,034.22 (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 **-2,470.00** (at 347.13) to **31,451.78** (at 1,034.22).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 347.13 | -2,470.00 | -2,470.00 |
| 375.75 | -2,470.00 | -2,470.00 |
| 404.38 | -2,470.00 | -2,470.00 |
| 433.01 | -2,470.00 | -2,470.00 |
| 461.64 | -2,470.00 | -2,470.00 |
| 490.27 | -2,469.99 | -2,470.00 |
| 518.90 | -2,469.67 | -2,470.00 |
| 547.53 | -2,465.21 | -2,470.00 |
| 576.16 | -2,432.79 | -2,470.00 |
| 604.78 | -2,309.27 | -2,470.00 |
| 633.41 | -1,977.50 | -2,470.00 |
| 662.04 | -1,291.94 | -2,470.00 |
| 690.67 | -139.22 | -2,470.00 |
| 719.30 | 1,510.85 | -39.97 |
| 747.93 | 3,602.94 | 2,822.91 |
| 776.56 | 6,032.48 | 5,685.80 |
| 805.19 | 8,708.36 | 8,548.69 |
| 833.82 | 11,485.72 | 11,411.57 |
| 862.44 | 14,311.41 | 14,274.46 |
| 891.07 | 17,161.16 | 17,137.35 |
| 919.70 | 20,021.10 | 20,000.23 |
| 948.33 | 22,883.15 | 22,863.12 |
| 976.96 | 25,745.76 | 25,726.01 |
| 1,005.59 | 28,608.55 | 28,588.89 |
| 1,034.22 | 31,471.37 | 31,451.78 |

## 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/META.md?legs[0][expiry]=2026-10-23&legs[0][strike]=695&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=24.7`. A preset: `/calculators/stock-option-calculator/META.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for META

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

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