# ORIC - ORIC PHARMACEUTICALS INC. COMM Options Profit Calculator, Price & Chart

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

Data as of Oct 23, 2026 (end of day). **Data is delayed**: the latest session is Nov 13, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **13.17**. 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 | 13.17 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.8698 |
| Indexed IV | 1.7740 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 13.00 | Call | 1 | Long | 2.5800 | 2.5948 | 1.7409 | 0.6080 | 0.0605 | -0.0441 | 0.0140 | 0.0042 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 258.00 | 259.48 | 1.48 | 60.80 | 6.05 | -4.41 | 1.40 | 0.42 |

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): **13.14**.

P/L by stock price from 6.59 to 19.62 (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 **-258.00** (at 6.59) to **403.92** (at 19.62).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 6.59 | -242.15 | -258.00 |
| 7.13 | -234.53 | -258.00 |
| 7.67 | -224.84 | -258.00 |
| 8.21 | -212.92 | -258.00 |
| 8.76 | -198.70 | -258.00 |
| 9.30 | -182.10 | -258.00 |
| 9.84 | -163.14 | -258.00 |
| 10.39 | -141.84 | -258.00 |
| 10.93 | -118.24 | -258.00 |
| 11.47 | -92.42 | -258.00 |
| 12.02 | -64.48 | -258.00 |
| 12.56 | -34.51 | -258.00 |
| 13.10 | -2.63 | -247.79 |
| 13.65 | 31.05 | -193.48 |
| 14.19 | 66.41 | -139.17 |
| 14.73 | 103.34 | -84.86 |
| 15.27 | 141.73 | -30.55 |
| 15.82 | 181.47 | 23.76 |
| 16.36 | 222.45 | 78.07 |
| 16.90 | 264.58 | 132.38 |
| 17.45 | 307.77 | 186.69 |
| 17.99 | 351.93 | 240.99 |
| 18.53 | 396.97 | 295.30 |
| 19.08 | 442.83 | 349.61 |
| 19.62 | 489.43 | 403.92 |

## 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/ORIC.md?legs[0][expiry]=2026-11-20&legs[0][strike]=13&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.58`. A preset: `/calculators/stock-option-calculator/ORIC.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for ORIC

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

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