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 $50 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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $53 ยท Jul '26
Qty 1 ยท Premium $3.3 ยท ฮ -0.46
SHORT PUT ยท $50 ยท Jun '26
Qty 1 ยท Premium $1.46 ยท ฮ 0
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If BAC hits $50 by Jun 19: the diagonal put spread returns +$171 (93.2%) on $184 risked, vs $-254 (-4.8%) for 100 shares on $5,254. Options give 19.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BAC is at $50. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if BAC hits $50 by Jun 19
+$171
+93.2% on $184 risked
Max Profit
+$165
If the stock price is favorable
Max Loss
โ$183
Worst-case within chart range
Break-even
$52.84
+0.57% from spot
Prob. of Target Hit
72%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-46.05 / -1.43 / 10.64
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%) | +$92 | +$98 | +$101 | +$98 |
| $45 (-15%) | +$81 | +$93 | +$104 | +$102 |
| $47 (-10%) | +$61 | +$75 | +$97 | +$119 |
| $50 (-5%) โ target | +$29 | +$41 | +$63 | +$170 |
| $51 (-2%) | +$8 | +$17 | +$33 | +$72 |
| $53 (0%) โ spot | -$7 | -$1 | +$8 | +$14 |
| $54 (+2%) | -$23 | -$21 | -$18 | -$34 |
| $55 (+5%) | -$47 | -$49 | -$56 | -$90 |
| $58 (+10%) | -$84 | -$92 | -$109 | -$146 |
| $60 (+15%) | -$114 | -$126 | -$145 | -$171 |
| $63 (+20%) | -$138 | -$150 | -$165 | -$180 |
Uses BAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.