# XOM - EXXON MOBIL CORP Options Profit Calculator, Price & Chart

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

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 **183.21**. 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 | 183.21 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | American |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.2538 |
| Indexed IV | 0.3348 |
| Div Amt | 1.07 |
| Ex-Date | Nov 16, 2026 |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-30 | 182.50 | Call | 1 | Long | 4.0000 | 4.0680 | 0.3596 | 0.5431 | 0.0434 | -0.2619 | 0.1006 | 0.0183 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 400.00 | 406.80 | 6.80 | 54.31 | 4.34 | -26.19 | 10.06 | 1.83 |

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): **183.08**.

P/L by stock price from 91.61 to 272.93 (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 **-400.00** (at 91.61) to **8,642.62** (at 272.93).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 91.61 | -400.00 | -400.00 |
| 99.16 | -400.00 | -400.00 |
| 106.72 | -400.00 | -400.00 |
| 114.27 | -400.00 | -400.00 |
| 121.83 | -400.00 | -400.00 |
| 129.38 | -400.00 | -400.00 |
| 136.94 | -400.00 | -400.00 |
| 144.49 | -400.00 | -400.00 |
| 152.05 | -400.00 | -400.00 |
| 159.60 | -399.47 | -400.00 |
| 167.16 | -387.65 | -400.00 |
| 174.71 | -304.47 | -400.00 |
| 182.27 | -41.60 | -400.00 |
| 189.82 | 447.76 | 332.07 |
| 197.38 | 1,115.17 | 1,087.57 |
| 204.93 | 1,850.13 | 1,843.08 |
| 212.49 | 2,602.82 | 2,598.58 |
| 220.04 | 3,357.81 | 3,354.09 |
| 227.60 | 4,112.97 | 4,109.59 |
| 235.15 | 4,868.14 | 4,865.10 |
| 242.71 | 5,623.31 | 5,620.60 |
| 250.26 | 6,378.47 | 6,376.11 |
| 257.82 | 7,133.64 | 7,131.61 |
| 265.37 | 7,888.81 | 7,887.12 |
| 272.93 | 8,643.97 | 8,642.62 |

## 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/XOM.md?legs[0][expiry]=2026-10-30&legs[0][strike]=182.5&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=4`. A preset: `/calculators/stock-option-calculator/XOM.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for XOM

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

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