Target Price Playground
BL
$30.29
๐ข
BL IV: 61.1% โ LOW
(-39.1% vs 30d avg of 100.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $27 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $30 ยท Jun '26
Qty 1 ยท Premium $3.0 ยท ฮ -0.42
SHORT PUT ยท $28 ยท Jun '26
Qty 1 ยท Premium $2.05 ยท ฮ -0.32
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If BL hits $27 by Jun 19: the bear put spread returns +$105 (110.7%) on $95 risked, vs $-329 (-10.9%) for 100 shares on $3,029. Options give 10.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BL is at $27. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if BL hits $27 by Jun 19
+$105
+110.7% on $95 risked
Max Profit
+$105
If the stock โค $28 at expiry
Max Loss
โ$95
Net debit
Break-even
$29.05
-4.09% from spot
Prob. of Target Hit
69%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-9.53 / -0.14 / 0.4
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
| BL Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $24 (-20%) | +$59 | +$67 | +$81 | +$105 |
| $26 (-15%) | +$45 | +$50 | +$62 | +$105 |
| $27 (-11%) โ target | +$33 | +$36 | +$43 | +$105 |
| $29 (-5%) | +$15 | +$14 | +$13 | +$27 |
| $30 (-2%) | +$6 | +$3 | -$2 | -$63 |
| $30 (0%) โ spot | -$0 | -$4 | -$12 | -$95 |
| $31 (+2%) | -$6 | -$11 | -$21 | -$95 |
| $32 (+5%) | -$14 | -$21 | -$34 | -$95 |
| $33 (+10%) | -$27 | -$36 | -$53 | -$95 |
| $35 (+15%) | -$38 | -$49 | -$67 | -$95 |
| $36 (+20%) | -$48 | -$59 | -$77 | -$95 |
Uses BL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.