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 $30 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 $31 ยท Jul '26
Qty 1 ยท Premium $2.5 ยท ฮ -0.42
SHORT PUT ยท $30 ยท Jun '26
Qty 1 ยท Premium $1.65 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If BSY hits $30 by Jun 19: the diagonal put spread returns +$114 (132.5%) on $86 risked, vs $-130 (-4.2%) for 100 shares on $3,130. Options give 31.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BSY is at $30. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if BSY hits $30 by Jun 19
+$114
+132.5% on $86 risked
Max Profit
+$109
If the stock price is favorable
Max Loss
โ$84
Worst-case within chart range
Break-even
$32.62
+4.22% from spot
Prob. of Target Hit
83%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-5.82 / 0.24 / 1.22
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%) | +$16 | +$20 | +$21 | +$11 |
| $27 (-15%) | +$17 | +$23 | +$30 | +$24 |
| $28 (-10%) | +$14 | +$22 | +$35 | +$53 |
| $30 (-4%) โ target | +$8 | +$16 | +$31 | +$115 |
| $31 (-2%) | +$4 | +$12 | +$26 | +$79 |
| $31 (0%) โ spot | +$1 | +$8 | +$20 | +$50 |
| $32 (+2%) | -$3 | +$3 | +$12 | +$24 |
| $33 (+5%) | -$9 | -$5 | +$1 | -$7 |
| $34 (+10%) | -$20 | -$19 | -$20 | -$42 |
| $36 (+15%) | -$31 | -$33 | -$40 | -$63 |
| $38 (+20%) | -$41 | -$45 | -$55 | -$74 |
Uses BSY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.