# XLE - SPDR ENERGY SECTOR ETF Options Profit Calculator, Price & Chart

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

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 **67.97**. 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 | 67.97 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.2154 |
| Indexed IV | 0.2692 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-23 | 68.00 | Call | 1 | Long | 0.7300 | 0.7405 | 0.3029 | 0.5037 | 0.2137 | -0.1277 | 0.0246 | 0.0028 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 73.00 | 74.05 | 1.05 | 50.37 | 21.37 | -12.77 | 2.46 | 0.28 |

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): **67.92**.

P/L by stock price from 33.99 to 101.25 (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 **-73.00** (at 33.99) to **3,252.43** (at 101.25).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 33.99 | -73.00 | -73.00 |
| 36.79 | -73.00 | -73.00 |
| 39.59 | -73.00 | -73.00 |
| 42.39 | -73.00 | -73.00 |
| 45.20 | -73.00 | -73.00 |
| 48.00 | -73.00 | -73.00 |
| 50.80 | -73.00 | -73.00 |
| 53.61 | -73.00 | -73.00 |
| 56.41 | -73.00 | -73.00 |
| 59.21 | -73.00 | -73.00 |
| 62.01 | -72.98 | -73.00 |
| 64.82 | -69.94 | -73.00 |
| 67.62 | -15.29 | -73.00 |
| 70.42 | 180.32 | 169.25 |
| 73.23 | 451.91 | 449.54 |
| 76.03 | 732.00 | 729.83 |
| 78.83 | 1,012.29 | 1,010.12 |
| 81.63 | 1,292.58 | 1,290.41 |
| 84.44 | 1,572.86 | 1,570.70 |
| 87.24 | 1,853.15 | 1,850.98 |
| 90.04 | 2,133.44 | 2,131.27 |
| 92.85 | 2,413.73 | 2,411.56 |
| 95.65 | 2,694.02 | 2,691.85 |
| 98.45 | 2,974.31 | 2,972.14 |
| 101.25 | 3,254.60 | 3,252.43 |

## 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/XLE.md?legs[0][expiry]=2026-10-23&legs[0][strike]=68&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.73`. A preset: `/calculators/stock-option-calculator/XLE.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for XLE

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

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