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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $52.54 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If BAC hits $59 by Jun 19: the long stock returns +$646 (12.3%) on $5,254 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 BAC hits $59 by Jun 19
+$646
+12.3% on $5,254 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$5,254
If stock โ $0
Break-even
$52.54
+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
| BAC Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $42 (-20%) | -$1,051 | -$1,051 | -$1,051 |
| $45 (-15%) | -$788 | -$788 | -$788 |
| $47 (-10%) | -$525 | -$525 | -$525 |
| $50 (-5%) | -$263 | -$263 | -$263 |
| $51 (-2%) | -$105 | -$105 | -$105 |
| $53 (0%) โ spot | +$0 | +$0 | +$0 |
| $54 (+2%) | +$105 | +$105 | +$105 |
| $55 (+5%) | +$263 | +$263 | +$263 |
| $58 (+10%) | +$525 | +$525 | +$525 |
| $59 (+12%) โ target | +$646 | +$646 | +$646 |
| $60 (+15%) | +$788 | +$788 | +$788 |
| $63 (+20%) | +$1,051 | +$1,051 | +$1,051 |
Uses BAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.