# USO - UNITED STATES OIL FD LP Options Profit Calculator, Price & Chart

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

Data as of Oct 19, 2026 (end of day). **Data is delayed**: the latest session is Nov 9, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **160.81**. 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 | 160.81 |
| Solve For | Price Change |
| Valuation date | Oct 19, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.4789 |
| Indexed IV | 0.4445 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-21 | 161.00 | Call | 1 | Long | 1.9700 | 1.9863 | 0.4343 | 0.4944 | 0.0772 | -0.5238 | 0.0475 | 0.0042 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 197.00 | 198.63 | 1.63 | 49.44 | 7.72 | -52.38 | 4.75 | 0.42 |

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): **160.72**.

P/L by stock price from 80.41 to 239.56 (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 **-197.00** (at 80.41) to **7,658.72** (at 239.56).

| Stock price | P/L on Oct 19, 2026 | P/L at expiration |
|---:|---:|---:|
| 80.41 | -197.00 | -197.00 |
| 87.04 | -197.00 | -197.00 |
| 93.67 | -197.00 | -197.00 |
| 100.30 | -197.00 | -197.00 |
| 106.93 | -197.00 | -197.00 |
| 113.56 | -197.00 | -197.00 |
| 120.19 | -197.00 | -197.00 |
| 126.82 | -197.00 | -197.00 |
| 133.46 | -197.00 | -197.00 |
| 140.09 | -197.00 | -197.00 |
| 146.72 | -196.72 | -197.00 |
| 153.35 | -182.46 | -197.00 |
| 159.98 | -36.69 | -197.00 |
| 166.61 | 405.80 | 364.24 |
| 173.24 | 1,032.84 | 1,027.38 |
| 179.88 | 1,693.97 | 1,690.51 |
| 186.51 | 2,357.07 | 2,353.64 |
| 193.14 | 3,020.20 | 3,016.78 |
| 199.77 | 3,683.33 | 3,679.91 |
| 206.40 | 4,346.47 | 4,343.05 |
| 213.03 | 5,009.60 | 5,006.18 |
| 219.66 | 5,672.74 | 5,669.31 |
| 226.29 | 6,335.87 | 6,332.45 |
| 232.93 | 6,999.01 | 6,995.58 |
| 239.56 | 7,662.14 | 7,658.72 |

## 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/USO.md?legs[0][expiry]=2026-10-21&legs[0][strike]=161&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.97`. A preset: `/calculators/stock-option-calculator/USO.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for USO

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

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