# VIX - CBOE VOLATILITY INDEX (S&P 500 Options Profit Calculator, Price & Chart

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

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 **17.31**. 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 | 17.31 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.1139 |
| Indexed IV | 0.5258 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-18 | 17.50 | Call | 1 | Long | 2.0700 | 2.0911 | 1.1091 | 0.5522 | 0.0731 | -0.0377 | 0.0193 | 0.0059 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 207.00 | 209.11 | 2.11 | 55.22 | 7.31 | -3.77 | 1.93 | 0.59 |

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): **17.27**.

P/L by stock price from 8.66 to 25.79 (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 **-207.00** (at 8.66) to **621.65** (at 25.79).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 8.66 | -205.35 | -207.00 |
| 9.37 | -203.54 | -207.00 |
| 10.08 | -200.42 | -207.00 |
| 10.80 | -195.50 | -207.00 |
| 11.51 | -188.26 | -207.00 |
| 12.22 | -178.18 | -207.00 |
| 12.94 | -164.82 | -207.00 |
| 13.65 | -147.83 | -207.00 |
| 14.37 | -126.93 | -207.00 |
| 15.08 | -101.98 | -207.00 |
| 15.79 | -72.93 | -207.00 |
| 16.51 | -39.82 | -207.00 |
| 17.22 | -2.78 | -207.00 |
| 17.93 | 38.01 | -163.54 |
| 18.65 | 82.31 | -92.16 |
| 19.36 | 129.88 | -20.78 |
| 20.08 | 180.41 | 50.60 |
| 20.79 | 233.65 | 121.98 |
| 21.50 | 289.30 | 193.37 |
| 22.22 | 347.11 | 264.75 |
| 22.93 | 406.82 | 336.13 |
| 23.65 | 468.20 | 407.51 |
| 24.36 | 531.03 | 478.89 |
| 25.07 | 595.13 | 550.27 |
| 25.79 | 660.32 | 621.65 |

## 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/VIX.md?legs[0][expiry]=2026-11-18&legs[0][strike]=17.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.07`. A preset: `/calculators/stock-option-calculator/VIX.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for VIX

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

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