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 $34 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
@ $30.29 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If BL hits $34 by Jun 19: the long stock returns +$371 (12.2%) on $3,029 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 BL hits $34 by Jun 19
+$371
+12.2% on $3,029 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$3,029
If stock โ $0
Break-even
$30.29
+0.0% from spot
Prob. of Target Hit
65%
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
| BL Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $24 (-20%) | -$606 | -$606 | -$606 |
| $26 (-15%) | -$454 | -$454 | -$454 |
| $27 (-10%) | -$303 | -$303 | -$303 |
| $29 (-5%) | -$151 | -$151 | -$151 |
| $30 (-2%) | -$61 | -$61 | -$61 |
| $30 (0%) โ spot | +$0 | +$0 | +$0 |
| $31 (+2%) | +$61 | +$61 | +$61 |
| $32 (+5%) | +$151 | +$151 | +$151 |
| $33 (+10%) | +$303 | +$303 | +$303 |
| $34 (+12%) โ target | +$371 | +$371 | +$371 |
| $35 (+15%) | +$454 | +$454 | +$454 |
| $36 (+20%) | +$606 | +$606 | +$606 |
Uses BL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.