Target Price Playground
BRZE
$18.97
Forward Projection
If price hits $18 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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $19 ยท Jul '26
Qty 1 ยท Premium $1.06 ยท ฮ -0.44
SHORT PUT ยท $18 ยท Jun '26
Qty 1 ยท Premium $0.49 ยท ฮ -0.3
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If BRZE hits $18 by Jun 19: the diagonal put spread returns +$62 (108.4%) on $57 risked, vs $-97 (-5.1%) for 100 shares on $1,897. Options give 21.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BRZE is at $18. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if BRZE hits $18 by Jun 19
+$62
+108.4% on $57 risked
Max Profit
+$61
If the stock price is favorable
Max Loss
โ$57
Worst-case within chart range
Break-even
$19.06
+0.46% from spot
Prob. of Target Hit
69%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-14.76 / 0.07 / 1.01
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
| BRZE Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $15 (-20%) | +$35 | +$37 | +$37 | +$37 |
| $16 (-15%) | +$31 | +$35 | +$39 | +$38 |
| $17 (-10%) | +$24 | +$29 | +$37 | +$44 |
| $18 (-5%) โ target | +$14 | +$18 | +$25 | +$62 |
| $19 (-2%) | +$6 | +$8 | +$13 | +$24 |
| $19 (0%) โ spot | +$0 | +$2 | +$5 | +$4 |
| $19 (+2%) | -$6 | -$5 | -$5 | -$12 |
| $20 (+5%) | -$14 | -$15 | -$18 | -$30 |
| $21 (+10%) | -$27 | -$30 | -$36 | -$47 |
| $22 (+15%) | -$37 | -$41 | -$47 | -$54 |
| $23 (+20%) | -$44 | -$48 | -$52 | -$56 |
Uses BRZE's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.