# VYM - VANGUARD HIGH DIV YLDETF Options Profit Calculator, Price & Chart

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

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 **161.45**. 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 | 161.45 |
| Solve For | Price Change |
| Valuation date | Oct 21, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.0985 |
| Indexed IV | 0.1144 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 161.00 | Call | 1 | Long | 2.4600 | 2.7167 | 0.1196 | 0.5759 | 0.0707 | -0.0457 | 0.1813 | 0.0742 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 246.00 | 271.67 | 25.67 | 57.59 | 7.07 | -4.57 | 18.13 | 7.42 |

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): **160.96**.

P/L by stock price from 80.73 to 240.51 (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 **-246.00** (at 80.73) to **7,705.06** (at 240.51).

| Stock price | P/L on Oct 21, 2026 | P/L at expiration |
|---:|---:|---:|
| 80.73 | -246.00 | -246.00 |
| 87.38 | -246.00 | -246.00 |
| 94.04 | -246.00 | -246.00 |
| 100.70 | -246.00 | -246.00 |
| 107.36 | -246.00 | -246.00 |
| 114.01 | -246.00 | -246.00 |
| 120.67 | -246.00 | -246.00 |
| 127.33 | -246.00 | -246.00 |
| 133.99 | -246.00 | -246.00 |
| 140.64 | -245.99 | -246.00 |
| 147.30 | -244.94 | -246.00 |
| 153.96 | -216.44 | -246.00 |
| 160.62 | -19.81 | -246.00 |
| 167.28 | 463.80 | 381.55 |
| 173.93 | 1,100.42 | 1,047.32 |
| 180.59 | 1,764.40 | 1,713.10 |
| 187.25 | 2,430.13 | 2,378.87 |
| 193.91 | 3,095.91 | 3,044.64 |
| 200.56 | 3,761.68 | 3,710.42 |
| 207.22 | 4,427.45 | 4,376.19 |
| 213.88 | 5,093.23 | 5,041.96 |
| 220.54 | 5,759.00 | 5,707.74 |
| 227.20 | 6,424.77 | 6,373.51 |
| 233.85 | 7,090.55 | 7,039.28 |
| 240.51 | 7,756.32 | 7,705.06 |

## 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/VYM.md?legs[0][expiry]=2026-11-20&legs[0][strike]=161&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=2.46`. A preset: `/calculators/stock-option-calculator/VYM.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for VYM

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

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