# STRC - SRI/SURGICAL EXPRESS INC Options Profit Calculator, Price & Chart

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

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 **98.71**. 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 | 98.71 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.2218 |
| Indexed IV | 0.0928 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 100.00 | Call | 1 | Long | 0.0750 | 0.1237 | 0.0390 | 0.1988 | 0.2484 | -0.0071 | 0.0802 | 0.0166 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 7.50 | 12.37 | 4.87 | 19.88 | 24.84 | -0.71 | 8.02 | 1.66 |

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): **98.32**.

P/L by stock price from 49.36 to 147.05 (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 **-7.50** (at 49.36) to **4,697.24** (at 147.05).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 49.36 | -7.50 | -7.50 |
| 53.43 | -7.50 | -7.50 |
| 57.50 | -7.50 | -7.50 |
| 61.57 | -7.50 | -7.50 |
| 65.64 | -7.50 | -7.50 |
| 69.71 | -7.50 | -7.50 |
| 73.78 | -7.50 | -7.50 |
| 77.85 | -7.50 | -7.50 |
| 81.92 | -7.50 | -7.50 |
| 85.99 | -7.50 | -7.50 |
| 90.06 | -7.50 | -7.50 |
| 94.13 | -7.50 | -7.50 |
| 98.20 | -2.46 | -7.50 |
| 102.27 | 253.03 | 219.67 |
| 106.34 | 659.62 | 626.72 |
| 110.41 | 1,066.67 | 1,033.77 |
| 114.48 | 1,473.72 | 1,440.82 |
| 118.55 | 1,880.78 | 1,847.88 |
| 122.62 | 2,287.83 | 2,254.93 |
| 126.69 | 2,694.88 | 2,661.98 |
| 130.77 | 3,101.93 | 3,069.03 |
| 134.84 | 3,508.98 | 3,476.08 |
| 138.91 | 3,916.03 | 3,883.13 |
| 142.98 | 4,323.08 | 4,290.19 |
| 147.05 | 4,730.14 | 4,697.24 |

## 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/STRC.md?legs[0][expiry]=2026-11-20&legs[0][strike]=100&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.075`. A preset: `/calculators/stock-option-calculator/STRC.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for STRC

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

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