# SPCX - SPAC AND NEW ISSUE ETF Options Profit Calculator, Price & Chart

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

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 **147.79**. 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 | 147.79 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.5066 |
| Indexed IV | 0.7072 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 148.00 | Call | 1 | Long | 5.9500 | 5.9722 | 1.1323 | 0.5162 | 0.0263 | -1.0154 | 0.0534 | 0.0058 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 595.00 | 597.22 | 2.22 | 51.62 | 2.63 | -101.54 | 5.34 | 0.58 |

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): **147.73**.

P/L by stock price from 73.90 to 220.16 (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 **-595.00** (at 73.90) to **6,621.14** (at 220.16).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 73.90 | -595.00 | -595.00 |
| 79.99 | -595.00 | -595.00 |
| 86.08 | -595.00 | -595.00 |
| 92.18 | -595.00 | -595.00 |
| 98.27 | -594.99 | -595.00 |
| 104.37 | -594.89 | -595.00 |
| 110.46 | -594.15 | -595.00 |
| 116.56 | -590.40 | -595.00 |
| 122.65 | -576.58 | -595.00 |
| 128.74 | -537.69 | -595.00 |
| 134.84 | -450.59 | -595.00 |
| 140.93 | -289.68 | -595.00 |
| 147.03 | -36.35 | -595.00 |
| 153.12 | 313.86 | -82.74 |
| 159.22 | 750.79 | 526.71 |
| 165.31 | 1,255.20 | 1,136.15 |
| 171.41 | 1,805.93 | 1,745.59 |
| 177.50 | 2,385.09 | 2,355.04 |
| 183.59 | 2,980.05 | 2,964.48 |
| 189.69 | 3,583.03 | 3,573.92 |
| 195.78 | 4,189.77 | 4,183.37 |
| 201.88 | 4,798.14 | 4,792.81 |
| 207.97 | 5,407.19 | 5,402.25 |
| 214.07 | 6,016.49 | 6,011.70 |
| 220.16 | 6,625.88 | 6,621.14 |

## 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/SPCX.md?legs[0][expiry]=2026-10-23&legs[0][strike]=148&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=5.95`. A preset: `/calculators/stock-option-calculator/SPCX.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for SPCX

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

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