Target Price Playground
BSY
$31.30
๐ข
BSY IV: 41.5% โ LOW
(-21.7% vs 30d avg of 53.0%)
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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $31.3 ยท ฮ 1.00
SHORT CALL ยท $34 ยท Jun '26
Qty 1 ยท Premium $1.46 ยท ฮ 0.39
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If BSY hits $34 by Jun 19: the covered call returns +$416 (14.0%) on $2,984 risked, vs +$270 (8.6%) for 100 shares on $3,130. Options give 1.6ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BSY is at $34. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if BSY hits $34 by Jun 19
+$416
+14.0% on $2,984 risked
Max Profit
+$416
If the stock โฅ $34 at expiry
Max Loss
โ$2,984
If stock โ $0 (minus premium received)
Break-even
$29.84
-4.68% from spot
Prob. of Target Hit
65%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
61.45 / 1.85 / -5.13
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
| BSY Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $25 (-20%) | -$495 | -$485 | -$480 | -$480 |
| $27 (-15%) | -$353 | -$336 | -$325 | -$323 |
| $28 (-10%) | -$223 | -$197 | -$174 | -$167 |
| $30 (-5%) | -$105 | -$69 | -$32 | -$11 |
| $31 (-2%) | -$40 | +$0 | +$46 | +$83 |
| $31 (0%) โ spot | -$0 | +$43 | +$94 | +$146 |
| $32 (+2%) | +$37 | +$83 | +$139 | +$209 |
| $33 (+5%) | +$88 | +$137 | +$199 | +$303 |
| $34 (+9%) โ target | +$142 | +$193 | +$259 | +$416 |
| $34 (+10%) | +$161 | +$212 | +$278 | +$416 |
| $36 (+15%) | +$219 | +$270 | +$332 | +$416 |
| $38 (+20%) | +$265 | +$312 | +$367 | +$416 |
Uses BSY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.