# RUTW - RUTW Options Profit Calculator, Price & Chart

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

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 **100.00**. 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 | 100.00 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.0000 |
| Indexed IV | 0.0000 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

No position to evaluate: no listed RUTW contracts fit this position on the report date. Enter legs with the query parameters below.

## 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).

A preset: `/calculators/stock-option-calculator/RUTW.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for RUTW

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

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