# PAG - PENSKE AUTOMOTIVE GROUP Options Profit Calculator, Price & Chart

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

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 **212.00**. 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 | 212.00 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.2729 |
| Indexed IV | 0.0617 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 210.00 | Call | 1 | Long | 2.6000 | 3.0958 | 0.0530 | 0.7964 | 0.0851 | -0.0323 | 0.1776 | 0.1453 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 260.00 | 309.58 | 49.58 | 79.64 | 8.51 | -3.23 | 17.76 | 14.53 |

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): **211.31**.

P/L by stock price from 106.00 to 315.81 (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 **-260.00** (at 106.00) to **10,321.44** (at 315.81).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 106.00 | -260.00 | -260.00 |
| 114.74 | -260.00 | -260.00 |
| 123.48 | -260.00 | -260.00 |
| 132.23 | -260.00 | -260.00 |
| 140.97 | -260.00 | -260.00 |
| 149.71 | -260.00 | -260.00 |
| 158.45 | -260.00 | -260.00 |
| 167.20 | -260.00 | -260.00 |
| 175.94 | -260.00 | -260.00 |
| 184.68 | -260.00 | -260.00 |
| 193.42 | -260.00 | -260.00 |
| 202.16 | -258.45 | -260.00 |
| 210.91 | -31.88 | -169.28 |
| 219.65 | 776.36 | 704.95 |
| 228.39 | 1,650.49 | 1,579.18 |
| 237.13 | 2,524.72 | 2,453.40 |
| 245.88 | 3,398.94 | 3,327.63 |
| 254.62 | 4,273.17 | 4,201.86 |
| 263.36 | 5,147.40 | 5,076.08 |
| 272.10 | 6,021.62 | 5,950.31 |
| 280.85 | 6,895.85 | 6,824.54 |
| 289.59 | 7,770.08 | 7,698.76 |
| 298.33 | 8,644.30 | 8,572.99 |
| 307.07 | 9,518.53 | 9,447.22 |
| 315.81 | 10,392.76 | 10,321.44 |

## 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/PAG.md?legs[0][expiry]=2026-11-20&legs[0][strike]=210&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.6`. A preset: `/calculators/stock-option-calculator/PAG.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for PAG

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

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