# QBTX - QBTX Options Profit Calculator, Price & Chart

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

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 **10.65**. 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 | 10.65 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 2.4299 |
| Indexed IV | 1.6152 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 11.00 | Call | 1 | Long | 1.7500 | 1.7616 | 1.6179 | 0.5630 | 0.0826 | -0.0340 | 0.0116 | 0.0032 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 175.00 | 176.16 | 1.16 | 56.30 | 8.26 | -3.40 | 1.16 | 0.32 |

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): **10.63**.

P/L by stock price from 5.33 to 15.87 (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 **-175.00** (at 5.33) to **311.52** (at 15.87).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 5.33 | -167.41 | -175.00 |
| 5.76 | -163.14 | -175.00 |
| 6.20 | -157.44 | -175.00 |
| 6.64 | -150.14 | -175.00 |
| 7.08 | -141.11 | -175.00 |
| 7.52 | -130.26 | -175.00 |
| 7.96 | -117.53 | -175.00 |
| 8.40 | -102.88 | -175.00 |
| 8.84 | -86.33 | -175.00 |
| 9.28 | -67.90 | -175.00 |
| 9.72 | -47.65 | -175.00 |
| 10.16 | -25.63 | -175.00 |
| 10.60 | -1.92 | -175.00 |
| 11.03 | 23.39 | -171.57 |
| 11.47 | 50.22 | -127.65 |
| 11.91 | 78.46 | -83.74 |
| 12.35 | 108.03 | -39.82 |
| 12.79 | 138.84 | 4.10 |
| 13.23 | 170.78 | 48.02 |
| 13.67 | 203.79 | 91.93 |
| 14.11 | 237.76 | 135.85 |
| 14.55 | 272.63 | 179.77 |
| 14.99 | 308.32 | 223.69 |
| 15.43 | 344.76 | 267.60 |
| 15.87 | 381.89 | 311.52 |

## 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/QBTX.md?legs[0][expiry]=2026-11-20&legs[0][strike]=11&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.75`. A preset: `/calculators/stock-option-calculator/QBTX.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for QBTX

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

---

From [Optionistics](https://www.optionistics.com), options analytics since 2005. Site map for AI agents: https://www.optionistics.com/llms.txt