# UMC - UNITED MICROELECTRONICS CORP Options Profit Calculator, Price & Chart

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

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 **19.82**. 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 | 19.82 |
| Solve For | Price Change |
| Valuation date | Oct 21, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.5594 |
| Indexed IV | 0.5640 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 20.00 | Call | 1 | Long | 1.2500 | 1.2763 | 0.5873 | 0.5197 | 0.1194 | -0.0231 | 0.0226 | 0.0074 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 125.00 | 127.63 | 2.63 | 51.97 | 11.94 | -2.31 | 2.26 | 0.74 |

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): **19.77**.

P/L by stock price from 9.91 to 29.53 (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 **-125.00** (at 9.91) to **827.57** (at 29.53).

| Stock price | P/L on Oct 21, 2026 | P/L at expiration |
|---:|---:|---:|
| 9.91 | -125.00 | -125.00 |
| 10.73 | -124.99 | -125.00 |
| 11.54 | -124.96 | -125.00 |
| 12.36 | -124.82 | -125.00 |
| 13.18 | -124.38 | -125.00 |
| 14.00 | -123.19 | -125.00 |
| 14.81 | -120.49 | -125.00 |
| 15.63 | -115.16 | -125.00 |
| 16.45 | -105.81 | -125.00 |
| 17.27 | -90.97 | -125.00 |
| 18.08 | -69.36 | -125.00 |
| 18.90 | -40.04 | -125.00 |
| 19.72 | -2.62 | -125.00 |
| 20.54 | 42.79 | -71.48 |
| 21.35 | 95.63 | 10.25 |
| 22.17 | 155.02 | 91.98 |
| 22.99 | 219.94 | 173.71 |
| 23.80 | 289.34 | 255.44 |
| 24.62 | 362.22 | 337.18 |
| 25.44 | 437.75 | 418.91 |
| 26.26 | 515.22 | 500.64 |
| 27.07 | 594.07 | 582.37 |
| 27.89 | 673.89 | 664.10 |
| 28.71 | 754.37 | 745.84 |
| 29.53 | 835.29 | 827.57 |

## 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/UMC.md?legs[0][expiry]=2026-11-20&legs[0][strike]=20&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.25`. A preset: `/calculators/stock-option-calculator/UMC.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for UMC

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

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