# NVDA - NVIDIA CORP Options Profit Calculator, Price & Chart

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

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 **217.09**. 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 | 217.09 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.3642 |
| Indexed IV | 0.3620 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-21 | 217.50 | Call | 1 | Long | 2.1550 | 2.1765 | 0.3669 | 0.4808 | 0.0676 | -0.5982 | 0.0640 | 0.0056 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 215.50 | 217.65 | 2.15 | 48.08 | 6.76 | -59.82 | 6.40 | 0.56 |

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): **216.96**.

P/L by stock price from 108.55 to 323.40 (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 **-215.50** (at 108.55) to **10,374.20** (at 323.40).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 108.55 | -215.50 | -215.50 |
| 117.50 | -215.50 | -215.50 |
| 126.45 | -215.50 | -215.50 |
| 135.40 | -215.50 | -215.50 |
| 144.35 | -215.50 | -215.50 |
| 153.31 | -215.50 | -215.50 |
| 162.26 | -215.50 | -215.50 |
| 171.21 | -215.50 | -215.50 |
| 180.16 | -215.50 | -215.50 |
| 189.11 | -215.50 | -215.50 |
| 198.07 | -215.46 | -215.50 |
| 207.02 | -207.49 | -215.50 |
| 215.97 | -47.43 | -215.50 |
| 224.92 | 562.24 | 526.81 |
| 233.88 | 1,427.35 | 1,422.03 |
| 242.83 | 2,321.87 | 2,317.25 |
| 251.78 | 3,217.09 | 3,212.46 |
| 260.73 | 4,112.30 | 4,107.68 |
| 269.68 | 5,007.52 | 5,002.90 |
| 278.64 | 5,902.74 | 5,898.11 |
| 287.59 | 6,797.95 | 6,793.33 |
| 296.54 | 7,693.17 | 7,688.55 |
| 305.49 | 8,588.39 | 8,583.76 |
| 314.44 | 9,483.60 | 9,478.98 |
| 323.40 | 10,378.82 | 10,374.20 |

## 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/NVDA.md?legs[0][expiry]=2026-10-21&legs[0][strike]=217.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.155`. A preset: `/calculators/stock-option-calculator/NVDA.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for NVDA

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

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