# VREX - VREX Options Profit Calculator, Price & Chart

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

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 **18.42**. 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 | 18.42 |
| Solve For | Price Change |
| Valuation date | Oct 21, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.5752 |
| Indexed IV | 0.5752 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 17.50 | Call | 1 | Long | 1.9410 | 1.9699 | 0.6983 | 0.6450 | 0.1010 | -0.0239 | 0.0197 | 0.0081 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 194.10 | 196.99 | 2.89 | 64.50 | 10.10 | -2.39 | 1.97 | 0.81 |

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): **18.38**.

P/L by stock price from 9.21 to 27.44 (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 **-194.10** (at 9.21) to **799.91** (at 27.44).

| Stock price | P/L on Oct 21, 2026 | P/L at expiration |
|---:|---:|---:|
| 9.21 | -194.05 | -194.10 |
| 9.97 | -193.90 | -194.10 |
| 10.73 | -193.42 | -194.10 |
| 11.49 | -192.20 | -194.10 |
| 12.25 | -189.57 | -194.10 |
| 13.01 | -184.58 | -194.10 |
| 13.77 | -176.11 | -194.10 |
| 14.53 | -163.01 | -194.10 |
| 15.29 | -144.24 | -194.10 |
| 16.05 | -119.07 | -194.10 |
| 16.81 | -87.12 | -194.10 |
| 17.57 | -48.38 | -187.55 |
| 18.33 | -3.18 | -111.59 |
| 19.08 | 47.92 | -35.64 |
| 19.84 | 104.20 | 40.32 |
| 20.60 | 164.87 | 116.28 |
| 21.36 | 229.16 | 192.24 |
| 22.12 | 296.36 | 268.20 |
| 22.88 | 365.84 | 344.16 |
| 23.64 | 437.07 | 420.12 |
| 24.40 | 509.61 | 496.08 |
| 25.16 | 583.14 | 572.03 |
| 25.92 | 657.38 | 647.99 |
| 26.68 | 732.14 | 723.95 |
| 27.44 | 807.26 | 799.91 |

## 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/VREX.md?legs[0][expiry]=2026-11-20&legs[0][strike]=17.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.941`. A preset: `/calculators/stock-option-calculator/VREX.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for VREX

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

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