# SPYM - TRADR 2X LONG SPY MONTHLY ETF Options Profit Calculator, Price & Chart

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

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 **90.53**. 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 | 90.53 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.1246 |
| Indexed IV | 0.1416 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 91.00 | Call | 1 | Long | 1.2700 | 1.3957 | 0.1404 | 0.4898 | 0.1076 | -0.0284 | 0.1052 | 0.0365 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 127.00 | 139.57 | 12.57 | 48.98 | 10.76 | -2.84 | 10.52 | 3.65 |

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): **90.25**.

P/L by stock price from 45.27 to 134.86 (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 **-127.00** (at 45.27) to **4,259.17** (at 134.86).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 45.27 | -127.00 | -127.00 |
| 49.00 | -127.00 | -127.00 |
| 52.73 | -127.00 | -127.00 |
| 56.46 | -127.00 | -127.00 |
| 60.20 | -127.00 | -127.00 |
| 63.93 | -127.00 | -127.00 |
| 67.66 | -127.00 | -127.00 |
| 71.40 | -127.00 | -127.00 |
| 75.13 | -127.00 | -127.00 |
| 78.86 | -126.97 | -127.00 |
| 82.60 | -125.65 | -127.00 |
| 86.33 | -106.98 | -127.00 |
| 90.06 | -9.15 | -127.00 |
| 93.80 | 226.35 | 152.65 |
| 97.53 | 561.77 | 525.97 |
| 101.26 | 929.66 | 899.29 |
| 105.00 | 1,302.57 | 1,272.61 |
| 108.73 | 1,675.87 | 1,645.93 |
| 112.46 | 2,049.19 | 2,019.25 |
| 116.20 | 2,422.51 | 2,392.57 |
| 119.93 | 2,795.83 | 2,765.89 |
| 123.66 | 3,169.15 | 3,139.21 |
| 127.40 | 3,542.47 | 3,512.53 |
| 131.13 | 3,915.79 | 3,885.85 |
| 134.86 | 4,289.11 | 4,259.17 |

## 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/SPYM.md?legs[0][expiry]=2026-11-20&legs[0][strike]=91&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.27`. A preset: `/calculators/stock-option-calculator/SPYM.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for SPYM

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

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