# SPCF - PROSHARES ULTRA SPACEX Options Profit Calculator, Price & Chart

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

Data as of Oct 21, 2026 (end of day). **Data is delayed**: the latest session is Nov 11, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **18.03**. 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 | 18.03 |
| Solve For | Price Change |
| Valuation date | Oct 21, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.3139 |
| Indexed IV | 0.9658 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 18.00 | Call | 1 | Long | 2.0000 | 2.0237 | 0.9654 | 0.5620 | 0.0790 | -0.0336 | 0.0204 | 0.0067 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 200.00 | 202.37 | 2.37 | 56.20 | 7.90 | -3.36 | 2.04 | 0.67 |

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): **17.99**.

P/L by stock price from 9.02 to 26.86 (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 **-200.00** (at 9.02) to **685.91** (at 26.86).

| Stock price | P/L on Oct 21, 2026 | P/L at expiration |
|---:|---:|---:|
| 9.02 | -199.27 | -200.00 |
| 9.76 | -198.23 | -200.00 |
| 10.50 | -196.20 | -200.00 |
| 11.25 | -192.65 | -200.00 |
| 11.99 | -186.97 | -200.00 |
| 12.73 | -178.50 | -200.00 |
| 13.48 | -166.63 | -200.00 |
| 14.22 | -150.81 | -200.00 |
| 14.96 | -130.62 | -200.00 |
| 15.71 | -105.79 | -200.00 |
| 16.45 | -76.18 | -200.00 |
| 17.19 | -41.82 | -200.00 |
| 17.94 | -2.83 | -200.00 |
| 18.68 | 40.56 | -131.94 |
| 19.42 | 88.04 | -57.59 |
| 20.17 | 139.26 | 16.76 |
| 20.91 | 193.86 | 91.11 |
| 21.65 | 251.47 | 165.46 |
| 22.40 | 311.70 | 239.81 |
| 23.14 | 374.23 | 314.16 |
| 23.89 | 438.73 | 388.51 |
| 24.63 | 504.91 | 462.86 |
| 25.37 | 572.51 | 537.21 |
| 26.12 | 641.31 | 611.56 |
| 26.86 | 711.11 | 685.91 |

## 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/SPCF.md?legs[0][expiry]=2026-11-20&legs[0][strike]=18&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2`. A preset: `/calculators/stock-option-calculator/SPCF.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for SPCF

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

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