# QQQH - NEOS NEOS NASDAQ-100 HEDGED EQ Options Profit Calculator, Price & Chart

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

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 **54.55**. 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 | 54.55 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.1193 |
| Indexed IV | 0.1193 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 55.00 | Call | 1 | Long | 0.6000 | 0.6701 | 0.1253 | 0.4540 | 0.1990 | -0.0153 | 0.0630 | 0.0205 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 60.00 | 67.01 | 7.01 | 45.40 | 19.90 | -1.53 | 6.30 | 2.05 |

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): **54.38**.

P/L by stock price from 27.28 to 81.27 (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 **-60.00** (at 27.28) to **2,566.58** (at 81.27).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 27.28 | -60.00 | -60.00 |
| 29.53 | -60.00 | -60.00 |
| 31.78 | -60.00 | -60.00 |
| 34.02 | -60.00 | -60.00 |
| 36.27 | -60.00 | -60.00 |
| 38.52 | -60.00 | -60.00 |
| 40.77 | -60.00 | -60.00 |
| 43.02 | -60.00 | -60.00 |
| 45.27 | -60.00 | -60.00 |
| 47.52 | -60.00 | -60.00 |
| 49.77 | -59.76 | -60.00 |
| 52.02 | -53.38 | -60.00 |
| 54.27 | -4.96 | -60.00 |
| 56.52 | 133.02 | 92.05 |
| 58.77 | 337.36 | 317.00 |
| 61.02 | 560.16 | 541.96 |
| 63.27 | 785.02 | 766.92 |
| 65.52 | 1,009.97 | 991.88 |
| 67.77 | 1,234.93 | 1,216.83 |
| 70.02 | 1,459.88 | 1,441.79 |
| 72.27 | 1,684.84 | 1,666.75 |
| 74.52 | 1,909.80 | 1,891.70 |
| 76.77 | 2,134.76 | 2,116.66 |
| 79.02 | 2,359.71 | 2,341.62 |
| 81.27 | 2,584.67 | 2,566.58 |

## 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/QQQH.md?legs[0][expiry]=2026-11-20&legs[0][strike]=55&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.6`. A preset: `/calculators/stock-option-calculator/QQQH.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for QQQH

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

---

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