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 $28 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $31 ยท Jun '26
Qty 1 ยท Premium $2.11 ยท ฮ -0.42
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If BSY hits $28 by Jun 19: the long put returns +$89 (42.2%) on $211 risked, vs $-330 (-10.5%) for 100 shares on $3,130. Options give 4.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BSY is at $28. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if BSY hits $28 by Jun 19
+$89
+42.2% on $211 risked
Max Profit
+$2,889
If stock โ $0
Max Loss
โ$211
Premium paid
Break-even
$28.89
-7.7% from spot
Prob. of Target Hit
58%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-42.5 / -1.57 / 5.26
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%) | +$398 | +$387 | +$380 | +$385 |
| $27 (-15%) | +$274 | +$253 | +$233 | +$228 |
| $28 (-11%) โ target | +$177 | +$148 | +$115 | +$89 |
| $30 (-5%) | +$75 | +$39 | -$8 | -$84 |
| $31 (-2%) | +$28 | -$10 | -$60 | -$178 |
| $31 (0%) โ spot | -$0 | -$39 | -$90 | -$211 |
| $32 (+2%) | -$26 | -$64 | -$115 | -$211 |
| $33 (+5%) | -$59 | -$97 | -$145 | -$211 |
| $34 (+10%) | -$104 | -$138 | -$178 | -$211 |
| $36 (+15%) | -$137 | -$166 | -$196 | -$211 |
| $38 (+20%) | -$161 | -$184 | -$204 | -$211 |
Uses BSY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.