Target Price Playground
BAC
$52.54
๐ข
BAC IV: 35.3% โ LOW
(-32.2% vs 30d avg of 52.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $59 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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $53 ยท Jun '26
Qty 1 ยท Premium $2.83 ยท ฮ 0.53
SHORT CALL ยท $57 ยท Jun '26
Qty 1 ยท Premium $1.37 ยท ฮ 0.32
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If BAC hits $59 by Jun 19: the bull call spread returns +$254 (174.5%) on $146 risked, vs +$646 (12.3%) for 100 shares on $5,254. Options give 14.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BAC is at $59. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if BAC hits $59 by Jun 19
+$254
+174.5% on $146 risked
Max Profit
+$254
If the stock โฅ $57 at expiry
Max Loss
โ$146
Net debit
Break-even
$54.46
+3.65% from spot
Prob. of Target Hit
36%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
20.74 / -0.34 / 0.93
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
| BAC Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $42 (-20%) | -$136 | -$143 | -$146 | -$146 |
| $45 (-15%) | -$121 | -$133 | -$144 | -$146 |
| $47 (-10%) | -$93 | -$110 | -$133 | -$146 |
| $50 (-5%) | -$52 | -$69 | -$99 | -$146 |
| $51 (-2%) | -$22 | -$35 | -$62 | -$146 |
| $53 (0%) โ spot | -$0 | -$10 | -$31 | -$146 |
| $54 (+2%) | +$22 | +$16 | +$4 | -$87 |
| $55 (+5%) | +$55 | +$57 | +$59 | +$71 |
| $58 (+10%) | +$107 | +$120 | +$144 | +$254 |
| $59 (+12%) โ target | +$129 | +$145 | +$174 | +$254 |
| $60 (+15%) | +$152 | +$171 | +$202 | +$254 |
| $63 (+20%) | +$187 | +$206 | +$234 | +$254 |
Uses BAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.