# PTC - PAR TECHNOLOGY CORP Options Profit Calculator, Price & Chart

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

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 **193.35**. 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 | 193.35 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.4582 |
| Indexed IV | 0.0537 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 195.00 | Call | 1 | Long | 0.4600 | 0.6432 | 0.0476 | 0.3564 | 0.1390 | -0.0234 | 0.2101 | 0.0580 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 46.00 | 64.32 | 18.32 | 35.64 | 13.90 | -2.34 | 21.01 | 5.80 |

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): **192.65**.

P/L by stock price from 96.68 to 288.03 (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 **-46.00** (at 96.68) to **9,257.17** (at 288.03).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 96.68 | -46.00 | -46.00 |
| 104.65 | -46.00 | -46.00 |
| 112.62 | -46.00 | -46.00 |
| 120.59 | -46.00 | -46.00 |
| 128.57 | -46.00 | -46.00 |
| 136.54 | -46.00 | -46.00 |
| 144.51 | -46.00 | -46.00 |
| 152.49 | -46.00 | -46.00 |
| 160.46 | -46.00 | -46.00 |
| 168.43 | -46.00 | -46.00 |
| 176.41 | -46.00 | -46.00 |
| 184.38 | -46.00 | -46.00 |
| 192.35 | -10.67 | -46.00 |
| 200.33 | 552.22 | 486.65 |
| 208.30 | 1,348.13 | 1,283.97 |
| 216.27 | 2,145.45 | 2,081.29 |
| 224.25 | 2,942.77 | 2,878.61 |
| 232.22 | 3,740.09 | 3,675.93 |
| 240.19 | 4,537.41 | 4,473.25 |
| 248.17 | 5,334.73 | 5,270.57 |
| 256.14 | 6,132.05 | 6,067.89 |
| 264.11 | 6,929.36 | 6,865.21 |
| 272.09 | 7,726.68 | 7,662.53 |
| 280.06 | 8,524.00 | 8,459.85 |
| 288.03 | 9,321.32 | 9,257.17 |

## 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/PTC.md?legs[0][expiry]=2026-11-20&legs[0][strike]=195&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.46`. A preset: `/calculators/stock-option-calculator/PTC.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for PTC

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

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