# VYMI - VANGUARD INTERNATIONAL HIGH DI Options Profit Calculator, Price & Chart

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

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 **102.45**. 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 | 102.45 |
| Solve For | Price Change |
| Valuation date | Oct 21, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.1294 |
| Indexed IV | 0.1294 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 102.00 | Call | 1 | Long | 1.4800 | 1.6513 | 0.1050 | 0.6054 | 0.1249 | -0.0262 | 0.1131 | 0.0496 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 148.00 | 165.13 | 17.13 | 60.54 | 12.49 | -2.62 | 11.31 | 4.96 |

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): **102.14**.

P/L by stock price from 51.23 to 152.62 (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 **-148.00** (at 51.23) to **4,913.88** (at 152.62).

| Stock price | P/L on Oct 21, 2026 | P/L at expiration |
|---:|---:|---:|
| 51.23 | -148.00 | -148.00 |
| 55.45 | -148.00 | -148.00 |
| 59.67 | -148.00 | -148.00 |
| 63.90 | -148.00 | -148.00 |
| 68.12 | -148.00 | -148.00 |
| 72.35 | -148.00 | -148.00 |
| 76.57 | -148.00 | -148.00 |
| 80.80 | -148.00 | -148.00 |
| 85.02 | -148.00 | -148.00 |
| 89.25 | -148.00 | -148.00 |
| 93.47 | -147.77 | -148.00 |
| 97.70 | -135.08 | -148.00 |
| 101.92 | -13.02 | -148.00 |
| 106.15 | 309.88 | 266.66 |
| 110.37 | 721.93 | 689.14 |
| 114.60 | 1,144.09 | 1,111.61 |
| 118.82 | 1,566.56 | 1,534.09 |
| 123.05 | 1,989.04 | 1,956.56 |
| 127.27 | 2,411.51 | 2,379.04 |
| 131.50 | 2,833.99 | 2,801.51 |
| 135.72 | 3,256.46 | 3,223.98 |
| 139.94 | 3,678.94 | 3,646.46 |
| 144.17 | 4,101.41 | 4,068.93 |
| 148.39 | 4,523.88 | 4,491.41 |
| 152.62 | 4,946.36 | 4,913.88 |

## 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/VYMI.md?legs[0][expiry]=2026-11-20&legs[0][strike]=102&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=1.48`. A preset: `/calculators/stock-option-calculator/VYMI.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for VYMI

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

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