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 $36 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $31 ยท Jun '26
Qty 1 ยท Premium $2.66 ยท ฮ 0.58
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If BSY hits $36 by Jun 19: the long straddle returns +$23 (4.7%) on $477 risked, vs +$470 (15.0%) for 100 shares on $3,130. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if BSY is at $36. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if BSY hits $36 by Jun 19
+$23
+4.7% on $477 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$477
Both premiums paid
Break-even
$35.77
+14.29% from spot
Prob. of Target Hit
43%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
15.01 / -3.52 / 10.51
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%) | +$171 | +$140 | +$118 | +$119 |
| $27 (-15%) | +$80 | +$30 | -$19 | -$38 |
| $28 (-10%) | +$20 | -$48 | -$126 | -$194 |
| $30 (-5%) | -$7 | -$87 | -$188 | -$350 |
| $31 (-2%) | -$6 | -$90 | -$200 | -$444 |
| $31 (0%) โ spot | +$0 | -$85 | -$196 | -$447 |
| $32 (+2%) | +$12 | -$73 | -$183 | -$384 |
| $33 (+5%) | +$39 | -$44 | -$149 | -$290 |
| $34 (+10%) | +$106 | +$29 | -$59 | -$134 |
| $36 (+15%) โ target | +$196 | +$130 | +$62 | +$23 |
| $38 (+20%) | +$305 | +$250 | +$201 | +$179 |
Uses BSY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.