Options P&L calculator
Build a strategy leg by leg and see the exact payoff at expiry, the modelled P&L before expiry, breakevens, and aggregate Greeks. Everything runs in your browser — no signup, no data leaves the page, and the URL carries the whole position.
Presets
Max profit
+733
Max loss
-267
Breakeven
102.67
At expiry
Net debit
-267
Cash at entry, all legs
Delta Δ
+42.66
Per 1 point of underlying
Gamma Γ
+2.993
Delta change per point
Vega ν
+6.15
Per 1 vol point
Theta Θ
-3.00
Per calendar day
Legs
Method. The expiry line is exact intrinsic value, so its kinks sit precisely on the strikes. The pre-expiry line and the Greeks come from Black-Scholes-Merton with a continuous dividend yield for spot underlyings, and Black-76 for futures. European exercise, one volatility across all legs, quantities in contracts × multiplier.
Vega is quoted per one volatility point, theta per calendar day. Positions are kept in this browser only, and the share link encodes them in the URL rather than on a server.
For education and analysis. Not investment advice, and not a substitute for your broker's risk figures.