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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If BL hits $27 by Jun 19: the long put returns +$0 (0.1%) on $300 risked, vs $-329 (-10.9%) for 100 shares on $3,029.
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
+$0
+0.1% on $300 risked
Max Profit
+$2,700
If stock โ $0
Max Loss
โ$300
Premium paid
Break-even
$27.00
-10.85% from spot
Prob. of Target Hit
69%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-42.0 / -2.22 / 5.07
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%) | +$347 | +$317 | +$287 | +$277 |
| $26 (-15%) | +$242 | +$203 | +$158 | +$125 |
| $27 (-11%) โ target | +$165 | +$119 | +$63 | +$0 |
| $29 (-5%) | +$69 | +$17 | -$51 | -$178 |
| $30 (-2%) | +$26 | -$27 | -$98 | -$268 |
| $30 (0%) โ spot | -$0 | -$55 | -$126 | -$300 |
| $31 (+2%) | -$25 | -$80 | -$152 | -$300 |
| $32 (+5%) | -$59 | -$113 | -$183 | -$300 |
| $33 (+10%) | -$107 | -$160 | -$225 | -$300 |
| $35 (+15%) | -$147 | -$196 | -$253 | -$300 |
| $36 (+20%) | -$180 | -$224 | -$272 | -$300 |
Uses BL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.