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Payoff at expiration for a single option leg — breakeven, max profit, max loss, and the P/L across a price band.
Fill strike, premium, and contracts.
P/L at expiration = (intrinsic value − premium) × 100 × contracts for a long position; the sign flips for a short. Intrinsic value is max(0, price − strike) for a call and max(0, strike − price) for a put.
A long call's upside is unbounded; a short (naked) call's loss is unbounded. Everything here is the value at expiration only — before expiration, time value and implied volatility change the price.
Educational tools. Outputs are math, not advice. Verify against your broker before placing any order.