Target Price Playground
DELL
$177.80
๐ข
DELL IV: 52.8% โ LOW
(-28.4% vs 30d avg of 73.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $205 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 $180 ยท Jun '26
Qty 1 ยท Premium $17.5 ยท ฮ 0.56
LONG PUT ยท $180 ยท Jun '26
Qty 1 ยท Premium $16.4 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If DELL hits $205 by Jun 19: the long straddle returns $-890 (-26.3%) on $3,390 risked, vs +$2,720 (15.3%) for 100 shares on $17,780. Options give 1.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if DELL is at $205. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if DELL hits $205 by Jun 19
$-890
-26.3% on $3,390 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$3,390
Both premiums paid
Break-even
$146.10
-17.83% from spot
Prob. of Target Hit
50%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.59 / -25.17 / 61.37
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
| DELL Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $142 (-20%) | +$821 | +$585 | +$400 | +$386 |
| $151 (-15%) | +$330 | -$16 | -$359 | -$503 |
| $160 (-10%) | -$9 | -$456 | -$971 | -$1,392 |
| $169 (-5%) | -$186 | -$710 | -$1,369 | -$2,281 |
| $174 (-2%) | -$214 | -$769 | -$1,485 | -$2,814 |
| $178 (0%) โ spot | -$200 | -$769 | -$1,509 | -$3,170 |
| $181 (+2%) | -$160 | -$738 | -$1,489 | -$3,254 |
| $187 (+5%) | -$56 | -$636 | -$1,382 | -$2,721 |
| $196 (+10%) | +$230 | -$329 | -$1,017 | -$1,832 |
| $205 (+15%) โ target | +$669 | +$156 | -$425 | -$890 |
| $213 (+20%) | +$1,159 | +$700 | +$225 | -$54 |
Uses DELL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.