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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If BAC hits $59 by Jun 19: the long call returns +$317 (112.3%) on $283 risked, vs +$646 (12.3%) for 100 shares on $5,254. Options give 9.1ร 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
+$317
+112.3% on $283 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$283
Premium paid
Break-even
$55.83
+6.26% from spot
Prob. of Target Hit
36%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
52.57 / -2.42 / 8.96
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%) | -$270 | -$279 | -$283 | -$283 |
| $45 (-15%) | -$246 | -$267 | -$281 | -$283 |
| $47 (-10%) | -$199 | -$235 | -$268 | -$283 |
| $50 (-5%) | -$119 | -$169 | -$227 | -$283 |
| $51 (-2%) | -$52 | -$108 | -$177 | -$283 |
| $53 (0%) โ spot | -$0 | -$58 | -$131 | -$283 |
| $54 (+2%) | +$58 | -$1 | -$75 | -$224 |
| $55 (+5%) | +$157 | +$99 | +$28 | -$66 |
| $58 (+10%) | +$346 | +$295 | +$240 | +$196 |
| $59 (+12%) โ target | +$443 | +$396 | +$349 | +$317 |
| $60 (+15%) | +$563 | +$521 | +$482 | +$459 |
| $63 (+20%) | +$798 | +$766 | +$739 | +$722 |
Uses BAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.