# WVE - WAVE LIFE SCIENCES LTD. ORDINA Options Profit Calculator, Price & Chart

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

Data as of Oct 23, 2026 (end of day). **Data is delayed**: the latest session is Nov 13, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **3.18**. 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 | 3.18 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 1.3122 |
| Indexed IV | 1.3768 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-11-20 | 3.00 | Call | 1 | Long | 0.7000 | 0.7037 | 1.7920 | 0.6449 | 0.2359 | -0.0106 | 0.0033 | 0.0010 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 70.00 | 70.37 | 0.37 | 64.49 | 23.59 | -1.06 | 0.33 | 0.10 |

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): **3.17**.

P/L by stock price from 1.59 to 4.74 (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 **-70.00** (at 1.59) to **103.72** (at 4.74).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 1.59 | -64.89 | -70.00 |
| 1.72 | -62.63 | -70.00 |
| 1.85 | -59.81 | -70.00 |
| 1.98 | -56.42 | -70.00 |
| 2.11 | -52.43 | -70.00 |
| 2.25 | -47.86 | -70.00 |
| 2.38 | -42.71 | -70.00 |
| 2.51 | -36.99 | -70.00 |
| 2.64 | -30.72 | -70.00 |
| 2.77 | -23.93 | -70.00 |
| 2.90 | -16.64 | -70.00 |
| 3.03 | -8.88 | -66.75 |
| 3.16 | -0.68 | -53.64 |
| 3.29 | 7.92 | -40.53 |
| 3.43 | 16.91 | -27.41 |
| 3.56 | 26.25 | -14.30 |
| 3.69 | 35.91 | -1.19 |
| 3.82 | 45.87 | 11.93 |
| 3.95 | 56.11 | 25.04 |
| 4.08 | 66.60 | 38.15 |
| 4.21 | 77.32 | 51.27 |
| 4.34 | 88.26 | 64.38 |
| 4.47 | 99.38 | 77.49 |
| 4.61 | 110.68 | 90.61 |
| 4.74 | 122.15 | 103.72 |

## 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/WVE.md?legs[0][expiry]=2026-11-20&legs[0][strike]=3&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.7`. A preset: `/calculators/stock-option-calculator/WVE.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for WVE

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

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