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
Bullish. Unlimited upside, capped loss = premium paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $43 ยท Jun '26
Qty 1 ยท Premium $5.27 ยท ฮ 0.58
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If ESTC hits $48 by Jun 19: the long call returns $-27 (-5.2%) on $527 risked, vs +$470 (10.9%) for 100 shares on $4,330. Options give 0.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ESTC is at $48. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ESTC hits $48 by Jun 19
$-27
-5.2% on $527 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$527
Premium paid
Break-even
$48.27
+11.49% from spot
Prob. of Target Hit
71%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
57.82 / -3.9 / 7.26
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 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $35 (-20%) | -$374 | -$434 | -$495 | -$527 |
| $37 (-15%) | -$305 | -$378 | -$460 | -$527 |
| $39 (-10%) | -$219 | -$302 | -$403 | -$527 |
| $41 (-5%) | -$118 | -$208 | -$322 | -$527 |
| $42 (-2%) | -$49 | -$142 | -$261 | -$527 |
| $43 (0%) โ spot | +$0 | -$94 | -$215 | -$497 |
| $44 (+2%) | +$52 | -$43 | -$164 | -$410 |
| $45 (+5%) | +$132 | +$38 | -$82 | -$281 |
| $48 (+11%) โ target | +$304 | +$213 | +$101 | -$27 |
| $50 (+15%) | +$435 | +$347 | +$245 | +$152 |
| $52 (+20%) | +$603 | +$521 | +$432 | +$369 |
Uses ESTC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.