Target Price Playground

Templates Custom Builder
BLKB
$34.27
๐Ÿ”ด
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 $36 by Jun 19
Historical Backtest Coming soon
Signal Backtest Coming soon

๐Ÿ“‹ Strategy

Sell OTM put for premium; get assigned if price drops.

๐ŸŽฏ Target

67d from today

โš™๏ธ Legs

SHORT PUT ยท $32 ยท Jun '26
Qty 1 ยท Premium $4.64 ยท ฮ” -0.35
P&L at Expiry Now $34 Target $36 $24 $34 $45
Stock (100 sh) Cash-Secured Put Now Target
๐Ÿ’ก Stock vs Options at Target

If BLKB hits $36 by Jun 19: the cash-secured put returns +$464 (16.9%) on $-464 credit (max loss $2,736), vs +$173 (5.0%) for 100 shares on $3,427. Options give 3.4ร— capital efficiency.

๐Ÿ“… Expiry

Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BLKB is at $36. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

๐Ÿ“Š Projected Return

P&L if BLKB hits $36 by Jun 19
+$464
+16.9% on $2,736 max loss
Max Profit
+$464
If the stock โ‰ฅ $32 at expiry
Max Loss
โˆ’$2,736
If stock โ†’ $0 after assignment
Break-even
$27.36
-20.15% from spot
Prob. of Target Hit
91%
IV-implied, 67d (rough)
Net ฮ” / ฮ˜ / V
34.64 / 4.0 / -5.42
per spread, per $1 move / day / vol pt
๐Ÿ’พ Log in to save ๐Ÿ“Š My Saved Strategies

๐Ÿ“‹ 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.
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.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โ‰ฅ 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.

๐Ÿ“Š P&L Scenarios โ€” what happens at different prices and dates

BLKB Price Today May 5 May 27 Jun 19 (exp)
$27 (-20%) -$301 -$220 -$119 +$6
$29 (-15%) -$213 -$125 -$11 +$177
$31 (-10%) -$134 -$41 +$82 +$348
$33 (-5%) -$62 +$34 +$161 +$464
$34 (-2%) -$24 +$73 +$201 +$464
$34 (0%) โ† spot +$0 +$98 +$226 +$464
$35 (+2%) +$24 +$121 +$248 +$464
$36 (+5%) โ† target +$57 +$154 +$279 +$464
$38 (+10%) +$106 +$202 +$321 +$464
$39 (+15%) +$149 +$243 +$355 +$464
$41 (+20%) +$188 +$278 +$381 +$464
Uses BLKB's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.