# SLV - ISHARES SILVER TRUST ETF Options Profit Calculator, Price & Chart

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

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 **52.12**. 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 | 52.12 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.5416 |
| Indexed IV | 0.3241 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 52.00 | Call | 1 | Long | 0.7500 | 0.7586 | 0.3656 | 0.5381 | 0.2299 | -0.1172 | 0.0188 | 0.0022 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 75.00 | 75.86 | 0.86 | 53.81 | 22.99 | -11.72 | 1.88 | 0.22 |

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): **52.09**.

P/L by stock price from 26.06 to 77.64 (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 **-75.00** (at 26.06) to **2,489.27** (at 77.64).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 26.06 | -75.00 | -75.00 |
| 28.21 | -75.00 | -75.00 |
| 30.36 | -75.00 | -75.00 |
| 32.51 | -75.00 | -75.00 |
| 34.66 | -75.00 | -75.00 |
| 36.81 | -75.00 | -75.00 |
| 38.96 | -75.00 | -75.00 |
| 41.10 | -75.00 | -75.00 |
| 43.25 | -75.00 | -75.00 |
| 45.40 | -75.00 | -75.00 |
| 47.55 | -74.82 | -75.00 |
| 49.70 | -68.17 | -75.00 |
| 51.85 | -12.75 | -75.00 |
| 54.00 | 137.66 | 125.06 |
| 56.15 | 342.25 | 339.99 |
| 58.30 | 556.59 | 554.92 |
| 60.45 | 771.50 | 769.85 |
| 62.60 | 986.43 | 984.77 |
| 64.75 | 1,201.36 | 1,199.70 |
| 66.90 | 1,416.29 | 1,414.63 |
| 69.05 | 1,631.21 | 1,629.56 |
| 71.19 | 1,846.14 | 1,844.48 |
| 73.34 | 2,061.07 | 2,059.41 |
| 75.49 | 2,276.00 | 2,274.34 |
| 77.64 | 2,490.93 | 2,489.27 |

## 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/SLV.md?legs[0][expiry]=2026-10-23&legs[0][strike]=52&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.75`. A preset: `/calculators/stock-option-calculator/SLV.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for SLV

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

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