Target Price Playground
AMGN
$351.02
๐ข
AMGN IV: 32.1% โ LOW
(-43.8% vs 30d avg of 57.2%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $395 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $351.02 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AMGN hits $395 by Jun 19: the long stock returns +$4,398 (12.5%) on $35,102 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if AMGN hits $395 by Jun 19
+$4,398
+12.5% on $35,102 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$35,102
If stock โ $0
Break-even
$351.02
+0.0% from spot
Prob. of Target Hit
36%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| AMGN Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $281 (-20%) | -$7,020 | -$7,020 | -$7,020 |
| $298 (-15%) | -$5,265 | -$5,265 | -$5,265 |
| $316 (-10%) | -$3,510 | -$3,510 | -$3,510 |
| $333 (-5%) | -$1,755 | -$1,755 | -$1,755 |
| $344 (-2%) | -$702 | -$702 | -$702 |
| $351 (0%) โ spot | +$0 | +$0 | +$0 |
| $358 (+2%) | +$702 | +$702 | +$702 |
| $369 (+5%) | +$1,755 | +$1,755 | +$1,755 |
| $386 (+10%) | +$3,510 | +$3,510 | +$3,510 |
| $395 (+13%) โ target | +$4,398 | +$4,398 | +$4,398 |
| $404 (+15%) | +$5,265 | +$5,265 | +$5,265 |
| $421 (+20%) | +$7,020 | +$7,020 | +$7,020 |
Uses AMGN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.