# XSP - XSP Options Profit Calculator, Price & Chart

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

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 **771.26**. 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 | 771.26 |
| Solve For | Price Change |
| Valuation date | Oct 20, 2026 |
| Model | European |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.1240 |
| Indexed IV | 0.1248 |
| Div Amt | - |
| Ex-Date | - |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-22 | 771.00 | Call | 1 | Long | 3.6500 | 3.7337 | 0.1545 | 0.5214 | 0.0452 | -0.9207 | 0.2274 | 0.0218 |

**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 |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 365.00 | 373.37 | 8.37 | 52.14 | 4.52 | -92.07 | 22.74 | 2.18 |

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): **770.42**.

P/L by stock price from 385.63 to 1,148.94 (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 **-365.00** (at 385.63) to **37,428.89** (at 1,148.94).

| Stock price | P/L on Oct 20, 2026 | P/L at expiration |
|---:|---:|---:|
| 385.63 | -365.00 | -365.00 |
| 417.43 | -365.00 | -365.00 |
| 449.24 | -365.00 | -365.00 |
| 481.04 | -365.00 | -365.00 |
| 512.85 | -365.00 | -365.00 |
| 544.65 | -365.00 | -365.00 |
| 576.46 | -365.00 | -365.00 |
| 608.26 | -365.00 | -365.00 |
| 640.07 | -365.00 | -365.00 |
| 671.87 | -365.00 | -365.00 |
| 703.68 | -365.00 | -365.00 |
| 735.48 | -365.00 | -365.00 |
| 767.28 | -163.47 | -365.00 |
| 799.09 | 2,460.49 | 2,443.90 |
| 830.89 | 5,640.74 | 5,624.35 |
| 862.70 | 8,821.19 | 8,804.80 |
| 894.50 | 12,001.65 | 11,985.26 |
| 926.31 | 15,182.10 | 15,165.71 |
| 958.11 | 18,362.55 | 18,346.16 |
| 989.92 | 21,543.01 | 21,526.62 |
| 1,021.72 | 24,723.46 | 24,707.07 |
| 1,053.53 | 27,903.92 | 27,887.53 |
| 1,085.33 | 31,084.37 | 31,067.98 |
| 1,117.13 | 34,264.82 | 34,248.43 |
| 1,148.94 | 37,445.28 | 37,428.89 |

## 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/XSP.md?legs[0][expiry]=2026-10-22&legs[0][strike]=771&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=3.65`. A preset: `/calculators/stock-option-calculator/XSP.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for XSP

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

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