# NBIS - NEBIUS GROUP N.V. CLASS A Options Profit Calculator, Price & Chart

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

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 **170.24**. 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 | 170.24 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.0597 |
| Indexed IV | 0.9714 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 170.00 | Call | 1 | Long | 7.5000 | 7.5346 | 1.0391 | 0.5284 | 0.0215 | -0.9299 | 0.0709 | 0.0090 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 750.00 | 753.46 | 3.46 | 52.84 | 2.15 | -92.99 | 7.09 | 0.90 |

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): **170.16**.

P/L by stock price from 85.12 to 253.60 (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 **-750.00** (at 85.12) to **7,610.49** (at 253.60).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 85.12 | -750.00 | -750.00 |
| 92.14 | -750.00 | -750.00 |
| 99.16 | -750.00 | -750.00 |
| 106.18 | -750.00 | -750.00 |
| 113.20 | -749.97 | -750.00 |
| 120.22 | -749.69 | -750.00 |
| 127.24 | -748.07 | -750.00 |
| 134.26 | -741.16 | -750.00 |
| 141.28 | -719.00 | -750.00 |
| 148.30 | -662.99 | -750.00 |
| 155.32 | -547.38 | -750.00 |
| 162.34 | -346.16 | -750.00 |
| 169.36 | -42.09 | -750.00 |
| 176.38 | 367.44 | -111.73 |
| 183.40 | 870.95 | 590.29 |
| 190.42 | 1,448.39 | 1,292.31 |
| 197.44 | 2,077.87 | 1,994.33 |
| 204.46 | 2,740.54 | 2,696.35 |
| 211.48 | 3,422.57 | 3,398.37 |
| 218.50 | 4,115.03 | 4,100.39 |
| 225.52 | 4,812.73 | 4,802.41 |
| 232.54 | 5,512.90 | 5,504.43 |
| 239.56 | 6,214.16 | 6,206.45 |
| 246.58 | 6,915.88 | 6,908.47 |
| 253.60 | 7,617.79 | 7,610.49 |

## 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/NBIS.md?legs[0][expiry]=2026-10-23&legs[0][strike]=170&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=7.5`. A preset: `/calculators/stock-option-calculator/NBIS.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for NBIS

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

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