# SPCU - DEFIANCE DAILY TARGET 2X LONG Options Profit Calculator, Price & Chart

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

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 **12.48**. 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 | 12.48 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.3100 |
| Indexed IV | 1.1029 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 12.00 | Call | 1 | Long | 1.7000 | 1.7179 | 1.0198 | 0.6147 | 0.1031 | -0.0235 | 0.0139 | 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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 170.00 | 171.79 | 1.79 | 61.47 | 10.31 | -2.35 | 1.39 | 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): **12.45**.

P/L by stock price from 6.24 to 18.59 (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 **-170.00** (at 6.24) to **489.13** (at 18.59).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 6.24 | -168.72 | -170.00 |
| 6.75 | -167.24 | -170.00 |
| 7.27 | -164.67 | -170.00 |
| 7.78 | -160.57 | -170.00 |
| 8.30 | -154.50 | -170.00 |
| 8.81 | -146.05 | -170.00 |
| 9.33 | -134.87 | -170.00 |
| 9.84 | -120.68 | -170.00 |
| 10.36 | -103.33 | -170.00 |
| 10.87 | -82.74 | -170.00 |
| 11.39 | -58.94 | -170.00 |
| 11.90 | -32.02 | -170.00 |
| 12.42 | -2.14 | -128.43 |
| 12.93 | 30.50 | -76.97 |
| 13.44 | 65.66 | -25.51 |
| 13.96 | 103.10 | 25.96 |
| 14.47 | 142.58 | 77.42 |
| 14.99 | 183.86 | 128.89 |
| 15.50 | 226.71 | 180.35 |
| 16.02 | 270.92 | 231.81 |
| 16.53 | 316.31 | 283.28 |
| 17.05 | 362.69 | 334.74 |
| 17.56 | 409.93 | 386.21 |
| 18.08 | 457.88 | 437.67 |
| 18.59 | 506.44 | 489.13 |

## 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/SPCU.md?legs[0][expiry]=2026-11-20&legs[0][strike]=12&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.7`. A preset: `/calculators/stock-option-calculator/SPCU.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for SPCU

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

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