Target Price Playground
CAT
$790.66
๐ข
CAT IV: 38.6% โ LOW
(-43.0% vs 30d avg of 67.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $890 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $790.66 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CAT hits $890 by Jun 19: the long stock returns +$9,934 (12.6%) on $79,066 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if CAT hits $890 by Jun 19
+$9,934
+12.6% on $79,066 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$79,066
If stock โ $0
Break-even
$790.66
+0.0% from spot
Prob. of Target Hit
45%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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
| CAT Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $633 (-20%) | -$15,813 | -$15,813 | -$15,813 |
| $672 (-15%) | -$11,860 | -$11,860 | -$11,860 |
| $712 (-10%) | -$7,907 | -$7,907 | -$7,907 |
| $751 (-5%) | -$3,953 | -$3,953 | -$3,953 |
| $775 (-2%) | -$1,581 | -$1,581 | -$1,581 |
| $791 (0%) โ spot | +$0 | +$0 | +$0 |
| $806 (+2%) | +$1,581 | +$1,581 | +$1,581 |
| $830 (+5%) | +$3,953 | +$3,953 | +$3,953 |
| $870 (+10%) | +$7,907 | +$7,907 | +$7,907 |
| $890 (+13%) โ target | +$9,934 | +$9,934 | +$9,934 |
| $909 (+15%) | +$11,860 | +$11,860 | +$11,860 |
| $949 (+20%) | +$15,813 | +$15,813 | +$15,813 |
Uses CAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.