# QQQ - POWERSHARES QQQ TRUST SERIE Options Profit Calculator, Price & Chart

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

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 **718.36**. 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 | 718.36 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.1955 |
| Indexed IV | 0.2197 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-20 | 718.00 | Call | 1 | Long | 0.0000 | 3.1549 | 0.1955 | 0.5257 | 0.0542 | -1.5030 | 0.1497 | 0.0103 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 0.00 | 315.49 | 315.49 | 52.57 | 5.42 | -150.30 | 14.97 | 1.03 |

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: none; the P/L line does not cross zero on the chart.

P/L by stock price from 359.18 to 1,070.13 (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 **0.00** (at 359.18) to **35,213.42** (at 1,070.13).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 359.18 | 0.00 | 0.00 |
| 388.80 | 0.00 | 0.00 |
| 418.43 | 0.00 | 0.00 |
| 448.05 | 0.00 | 0.00 |
| 477.67 | 0.00 | 0.00 |
| 507.30 | 0.00 | 0.00 |
| 536.92 | 0.00 | 0.00 |
| 566.54 | 0.00 | 0.00 |
| 596.16 | 0.00 | 0.00 |
| 625.79 | 0.00 | 0.00 |
| 655.41 | 0.00 | 0.00 |
| 685.03 | 0.00 | 0.00 |
| 714.66 | 157.65 | 0.00 |
| 744.28 | 2,635.69 | 2,628.02 |
| 773.90 | 5,597.96 | 5,590.33 |
| 803.53 | 8,560.27 | 8,552.64 |
| 833.15 | 11,522.58 | 11,514.95 |
| 862.77 | 14,484.89 | 14,477.26 |
| 892.40 | 17,447.20 | 17,439.57 |
| 922.02 | 20,409.51 | 20,401.88 |
| 951.64 | 23,371.82 | 23,364.19 |
| 981.26 | 26,334.13 | 26,326.49 |
| 1,010.89 | 29,296.44 | 29,288.80 |
| 1,040.51 | 32,258.75 | 32,251.11 |
| 1,070.13 | 35,221.05 | 35,213.42 |

## 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/QQQ.md?legs[0][expiry]=2026-10-20&legs[0][strike]=718&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1`. A preset: `/calculators/stock-option-calculator/QQQ.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for QQQ

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

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