Target Price Playground
FICO
$922.37
๐ข
FICO IV: 56.7% โ LOW
(-18.5% vs 30d avg of 69.6%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $880 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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $920 ยท Jul '26
Qty 1 ยท Premium $82.8 ยท ฮ -0.44
SHORT PUT ยท $880 ยท Jun '26
Qty 1 ยท Premium $25.45 ยท ฮ -0.39
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If FICO hits $880 by Jun 19: the diagonal put spread returns +$2,660 (46.4%) on $5,735 risked, vs $-4,237 (-4.6%) for 100 shares on $92,237. Options give 10.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if FICO is at $880. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if FICO hits $880 by Jun 19
+$2,660
+46.4% on $5,735 risked
Max Profit
+$2,612
If the stock price is favorable
Max Loss
โ$5,194
Worst-case within chart range
Break-even
$934.49
+1.31% from spot
Prob. of Target Hit
86%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-4.89 / 11.08 / 32.83
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
| FICO Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $738 (-20%) | -$1,595 | -$1,386 | -$1,157 | -$1,448 |
| $784 (-15%) | -$1,636 | -$1,358 | -$940 | -$757 |
| $830 (-10%) | -$1,746 | -$1,432 | -$882 | +$381 |
| $880 (-5%) โ target | -$1,938 | -$1,631 | -$1,059 | +$2,215 |
| $904 (-2%) | -$2,055 | -$1,768 | -$1,231 | +$940 |
| $922 (0%) โ spot | -$2,154 | -$1,888 | -$1,399 | +$60 |
| $941 (+2%) | -$2,259 | -$2,020 | -$1,591 | -$731 |
| $968 (+5%) | -$2,429 | -$2,236 | -$1,917 | -$1,761 |
| $1015 (+10%) | -$2,731 | -$2,628 | -$2,515 | -$3,098 |
| $1061 (+15%) | -$3,045 | -$3,037 | -$3,122 | -$4,039 |
| $1107 (+20%) | -$3,359 | -$3,437 | -$3,684 | -$4,675 |
Uses FICO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.