Target Price Playground
๐ Strategy
๐ฏ Target
โ๏ธ Legs
๐ก Stock vs Options at Target
If C hits $130 by Jun 19: the cash-secured put returns +$355 (3.2%) on $-355 credit (max loss $11,145), vs +$561 (4.5%) for 100 shares on $12,439. Options give 0.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if C is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
๐ Notes for each mode (not shown on real page)
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
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
| C Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $100 (-20%) | -$1,247 | -$1,208 | -$1,180 | -$1,194 |
| $106 (-15%) | -$786 | -$712 | -$626 | -$572 |
| $112 (-10%) | -$415 | -$316 | -$184 | +$50 |
| $118 (-5%) | -$137 | -$32 | +$107 | +$355 |
| $122 (-2%) | -$11 | +$89 | +$213 | +$355 |
| $124 (0%) โ spot | +$58 | +$151 | +$261 | +$355 |
| $127 (+2%) | +$115 | +$201 | +$294 | +$355 |
| $130 (+5%) โ target | +$174 | +$248 | +$322 | +$355 |
| $137 (+10%) | +$261 | +$310 | +$347 | +$355 |
| $143 (+15%) | +$306 | +$336 | +$353 | +$355 |
| $149 (+20%) | +$330 | +$348 | +$355 | +$355 |