# SMCI - SUPER MICRO COMPUTER INC Options Profit Calculator, Price & Chart

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

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 **32.10**. 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 | 32.10 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.9306 |
| Indexed IV | 0.8804 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 32.00 | Call | 1 | Long | 1.2850 | 1.2917 | 0.9225 | 0.5339 | 0.1282 | -0.1557 | 0.0134 | 0.0017 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 128.50 | 129.17 | 0.67 | 53.39 | 12.82 | -15.57 | 1.34 | 0.17 |

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): **32.08**.

P/L by stock price from 16.05 to 47.82 (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 **-128.50** (at 16.05) to **1,453.41** (at 47.82).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 16.05 | -128.50 | -128.50 |
| 17.37 | -128.50 | -128.50 |
| 18.70 | -128.50 | -128.50 |
| 20.02 | -128.50 | -128.50 |
| 21.34 | -128.50 | -128.50 |
| 22.67 | -128.49 | -128.50 |
| 23.99 | -128.39 | -128.50 |
| 25.32 | -127.80 | -128.50 |
| 26.64 | -125.34 | -128.50 |
| 27.96 | -117.73 | -128.50 |
| 29.29 | -99.53 | -128.50 |
| 30.61 | -64.48 | -128.50 |
| 31.93 | -7.99 | -128.50 |
| 33.26 | 70.82 | -2.68 |
| 34.58 | 169.10 | 129.70 |
| 35.91 | 281.89 | 262.07 |
| 37.23 | 404.07 | 394.44 |
| 38.55 | 531.60 | 526.81 |
| 39.88 | 661.87 | 659.18 |
| 41.20 | 793.39 | 791.55 |
| 42.52 | 925.45 | 923.92 |
| 43.85 | 1,057.71 | 1,056.29 |
| 45.17 | 1,190.04 | 1,188.66 |
| 46.50 | 1,322.40 | 1,321.04 |
| 47.82 | 1,454.77 | 1,453.41 |

## 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/SMCI.md?legs[0][expiry]=2026-10-23&legs[0][strike]=32&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.285`. A preset: `/calculators/stock-option-calculator/SMCI.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for SMCI

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

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