Target Price Playground
ESTC
$43.30
๐ก
ESTC IV: 67.6% โ NORMAL
(-9.9% vs 30d avg of 75.0%)
IV is near its 30-day average โ no strong edge either way.
Forward Projection
If price hits $48 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
@ $43.3 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ESTC hits $48 by Jun 19: the long stock returns +$470 (10.9%) on $4,330 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 ESTC hits $48 by Jun 19
+$470
+10.9% on $4,330 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$4,330
If stock โ $0
Break-even
$43.30
+0.0% from spot
Prob. of Target Hit
71%
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
| ESTC Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $35 (-20%) | -$866 | -$866 | -$866 |
| $37 (-15%) | -$650 | -$650 | -$650 |
| $39 (-10%) | -$433 | -$433 | -$433 |
| $41 (-5%) | -$217 | -$217 | -$217 |
| $42 (-2%) | -$87 | -$87 | -$87 |
| $43 (0%) โ spot | +$0 | +$0 | +$0 |
| $44 (+2%) | +$87 | +$87 | +$87 |
| $45 (+5%) | +$216 | +$216 | +$216 |
| $48 (+11%) โ target | +$470 | +$470 | +$470 |
| $50 (+15%) | +$649 | +$649 | +$649 |
| $52 (+20%) | +$866 | +$866 | +$866 |
Uses ESTC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.