Options Profit Calculator
A color-coded profit table for any call or put: what your contract is worth at every stock price, on every date between now and expiration.
Profit / loss per contract by stock price and date
| Price | +/-% | Now | +2d | +5d | +7d | +9d | +12d | +14d | +16d | +18d | +21d | +23d | +25d | +28d | Exp |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $130 | +30.0% | 2186 | 2184 | 2180 | 2177 | 2174 | 2171 | 2168 | 2166 | 2164 | 2160 | 2158 | 2156 | 2152 | 2150 |
| $127 | +27.0% | 1889 | 1885 | 1881 | 1878 | 1875 | 1871 | 1869 | 1866 | 1864 | 1860 | 1858 | 1856 | 1852 | 1850 |
| $124 | +24.0% | 1593 | 1589 | 1584 | 1580 | 1577 | 1572 | 1569 | 1567 | 1564 | 1560 | 1558 | 1556 | 1552 | 1550 |
| $121 | +21.0% | 1303 | 1298 | 1290 | 1285 | 1281 | 1275 | 1271 | 1268 | 1265 | 1261 | 1258 | 1256 | 1252 | 1250 |
| $118 | +18.0% | 1020 | 1013 | 1003 | 997 | 990 | 982 | 976 | 971 | 967 | 961 | 958 | 956 | 952 | 950 |
| $115 | +15.0% | 750 | 741 | 728 | 719 | 710 | 698 | 690 | 682 | 675 | 665 | 660 | 656 | 652 | 650 |
| $112 | +12.0% | 499 | 488 | 471 | 460 | 448 | 431 | 419 | 408 | 396 | 379 | 369 | 360 | 352 | 350 |
| $109 | +9.0% | 274 | 261 | 242 | 228 | 214 | 193 | 177 | 162 | 145 | 119 | 101 | 82.5 | 56.7 | 50.0 |
| $106 | +6.0% | 82.5 | 69.1 | 48.3 | 33.7 | 18.6 | -5.5 | -22.5 | -40.6 | -59.8 | -91.8 | -116 | -143 | -197 | -250 |
| $103 | +3.0% | -70.5 | -83.3 | -103 | -117 | -132 | -154 | -170 | -187 | -205 | -235 | -257 | -281 | -325 | -350 |
| $100 | +0.0% | -184 | -195 | -212 | -223 | -235 | -253 | -266 | -278 | -291 | -311 | -324 | -336 | -349 | -350 |
| $97.00 | -3.0% | -260 | -269 | -281 | -289 | -297 | -309 | -317 | -324 | -331 | -340 | -345 | -348 | -350 | -350 |
| $94.00 | -6.0% | -307 | -312 | -320 | -325 | -329 | -336 | -340 | -343 | -346 | -348 | -349 | -350 | -350 | -350 |
| $91.00 | -9.0% | -332 | -335 | -339 | -341 | -343 | -346 | -347 | -348 | -349 | -350 | -350 | -350 | -350 | -350 |
| $88.00 | -12.0% | -343 | -345 | -346 | -347 | -348 | -349 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 |
| $85.00 | -15.0% | -348 | -348 | -349 | -349 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 |
| $82.00 | -18.0% | -349 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 |
| $79.00 | -21.0% | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 |
| $76.00 | -24.0% | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 |
| $73.00 | -27.0% | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 |
| $70.00 | -30.0% | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 | -350 |
Profit or loss in dollars for the whole position if the stock trades at that price on that day. Read along a row to see time decay; read down a column to see price risk on a single day. Values before expiration come from Black-Scholes using the implied volatility solved from the premiums you entered, held constant. Real implied volatility moves with price and drops sharply after earnings, so treat the middle columns as a price-and-time model rather than a forecast.
An option's value before expiration has two parts: intrinsic value (how far it's in the money) and time value (the chance of moving further). This table prices your contract with the Black-Scholes model at each combination of stock price and remaining time, holding implied volatility constant, so you can see not just where you profit at expiration, but how the position behaves on the way there.
Frequently asked questions
Why does my real fill differ from the model value?
The model assumes constant implied volatility and a mid-market fill. Real IV moves, it typically drops after earnings (crushing option values) and rises in selloffs, and bid/ask spreads cost a few cents to dollars per contract. Treat the table as the map, not the territory.
What do the colors mean?
Green cells are profits, red cells are losses, and intensity scales with size. Each cell is per one contract (100 shares), after subtracting the premium you paid (or adding what you collected, for short positions).
Where does implied volatility come from?
For a contract you're evaluating, use the IV your broker shows on that strike, or check our chain viewer. Higher IV inflates every pre-expiration value; the expiry column is pure intrinsic value and doesn't depend on IV at all.
Does this work for selling options?
Yes, switch to Sell and the table flips: you keep the premium when the option expires worthless, and the red region shows what assignment territory costs before and at expiration.
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Calculators model hypothetical outcomes from the inputs you provide. They are informational only, not financial, investment, tax, or legal advice.