# SOXL - DIREXION DAILY SEMICONDCT BU Options Profit Calculator, Price & Chart

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

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 **98.65**. 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 | 98.65 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.3373 |
| Indexed IV | 1.4207 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 98.50 | Call | 1 | Long | 6.0500 | 6.0696 | 1.4526 | 0.5354 | 0.0265 | -0.7501 | 0.0410 | 0.0051 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 605.00 | 606.96 | 1.96 | 53.54 | 2.65 | -75.01 | 4.10 | 0.51 |

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): **98.61**.

P/L by stock price from 49.33 to 146.96 (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 **-605.00** (at 49.33) to **4,240.80** (at 146.96).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 49.33 | -605.00 | -605.00 |
| 53.39 | -604.99 | -605.00 |
| 57.46 | -604.94 | -605.00 |
| 61.53 | -604.67 | -605.00 |
| 65.60 | -603.58 | -605.00 |
| 69.67 | -600.05 | -605.00 |
| 73.73 | -590.77 | -605.00 |
| 77.80 | -570.18 | -605.00 |
| 81.87 | -530.62 | -605.00 |
| 85.94 | -463.33 | -605.00 |
| 90.01 | -360.09 | -605.00 |
| 94.07 | -214.87 | -605.00 |
| 98.14 | -24.93 | -605.00 |
| 102.21 | 208.92 | -234.05 |
| 106.28 | 482.94 | 172.76 |
| 110.35 | 791.45 | 579.56 |
| 114.41 | 1,127.96 | 986.37 |
| 118.48 | 1,486.08 | 1,393.17 |
| 122.55 | 1,860.17 | 1,799.97 |
| 126.62 | 2,245.58 | 2,206.78 |
| 130.69 | 2,638.75 | 2,613.58 |
| 134.75 | 3,037.06 | 3,020.39 |
| 138.82 | 3,438.69 | 3,427.19 |
| 142.89 | 3,842.40 | 3,833.99 |
| 146.96 | 4,247.38 | 4,240.80 |

## 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/SOXL.md?legs[0][expiry]=2026-10-23&legs[0][strike]=98.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=6.05`. A preset: `/calculators/stock-option-calculator/SOXL.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for SOXL

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

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