Target Price Playground
CMCSA
$27.93
π’
CMCSA IV: 30.6% β LOW
(-53.1% vs 30d avg of 65.3%)
Options are cheap vs 30d avg β good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $32 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
π 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.
π― Target
67d from today
βοΈ Legs
LONG CALL Β· $28 Β· Jun '26
Qty 1 Β· Premium $1.54 Β· Ξ 0.54
LONG PUT Β· $28 Β· Jun '26
Qty 1 Β· Premium $1.38 Β· Ξ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
π‘ Stock vs Options at Target
If CMCSA hits $32 by Jun 19: the long straddle returns +$108 (37.2%) on $292 risked, vs +$407 (14.6%) for 100 shares on $2,793. Options give 2.5Γ capital efficiency.
π Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CMCSA is at $32. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
π Projected Return
P&L if CMCSA hits $32 by Jun 19
+$108
+37.2% on $292 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
β$292
Both premiums paid
Break-even
$25.08
-10.19% from spot
Prob. of Target Hit
27%
IV-implied, 67d (rough)
Net Ξ / Ξ / V
8.72 / -2.16 / 9.49
per spread, per $1 move / day / vol pt
π 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 β ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode β 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 β₯ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score β₯ 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.
π P&L Scenarios β what happens at different prices and dates
| CMCSA Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $22 (-20%) | +$264 | +$262 | +$266 | +$274 |
| $24 (-15%) | +$149 | +$135 | +$129 | +$134 |
| $25 (-10%) | +$60 | +$30 | +$2 | -$6 |
| $27 (-5%) | +$9 | -$36 | -$90 | -$145 |
| $27 (-2%) | -$2 | -$52 | -$117 | -$229 |
| $28 (0%) β spot | -$0 | -$53 | -$121 | -$285 |
| $28 (+2%) | +$8 | -$45 | -$113 | -$243 |
| $29 (+5%) | +$32 | -$19 | -$82 | -$159 |
| $31 (+10%) | +$100 | +$57 | +$11 | -$20 |
| $32 (+15%) β target | +$187 | +$153 | +$123 | +$108 |
| $34 (+20%) | +$310 | +$287 | +$269 | +$260 |
Uses CMCSA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.