Target Price Playground
BLKB
$34.27
๐ด
BLKB IV: 124.6% โ HIGH
(+104.7% vs 30d avg of 60.9%)
Options are expensive vs 30d avg โ good time to SELL premium (covered calls, credit spreads).
Forward Projection
If price hits $38 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
@ $34.27 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If BLKB hits $38 by Jun 19: the long stock returns +$373 (10.9%) on $3,427 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 BLKB hits $38 by Jun 19
+$373
+10.9% on $3,427 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$3,427
If stock โ $0
Break-even
$34.27
+0.0% from spot
Prob. of Target Hit
81%
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
| BLKB Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $27 (-20%) | -$685 | -$685 | -$685 |
| $29 (-15%) | -$514 | -$514 | -$514 |
| $31 (-10%) | -$343 | -$343 | -$343 |
| $33 (-5%) | -$171 | -$171 | -$171 |
| $34 (-2%) | -$69 | -$69 | -$69 |
| $34 (0%) โ spot | +$0 | +$0 | +$0 |
| $35 (+2%) | +$69 | +$69 | +$69 |
| $36 (+5%) | +$171 | +$171 | +$171 |
| $38 (+11%) โ target | +$373 | +$373 | +$373 |
| $39 (+15%) | +$514 | +$514 | +$514 |
| $41 (+20%) | +$685 | +$685 | +$685 |
Uses BLKB's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.