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 $1010 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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $922.37 ยท ฮ 1.00
LONG PUT ยท $880 ยท Jun '26
Qty 1 ยท Premium $25.45 ยท ฮ -0.39
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If FICO hits $1010 by Jun 19: the protective put returns +$6,218 (6.6%) on $94,782 risked, vs +$8,763 (9.5%) for 100 shares on $92,237. Options give 0.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if FICO is at $1010. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if FICO hits $1010 by Jun 19
+$6,218
+6.6% on $94,782 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$6,782
Put floors you at $880
Break-even
$947.82
+2.76% from spot
Prob. of Target Hit
71%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
61.08 / -69.08 / 151.74
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%) | -$4,354 | -$5,292 | -$6,289 | -$6,782 |
| $784 (-15%) | -$2,777 | -$3,964 | -$5,403 | -$6,782 |
| $830 (-10%) | -$795 | -$2,168 | -$3,948 | -$6,782 |
| $876 (-5%) | +$1,582 | +$108 | -$1,848 | -$6,782 |
| $904 (-2%) | +$3,190 | +$1,695 | -$279 | -$4,390 |
| $922 (0%) โ spot | +$4,333 | +$2,840 | +$889 | -$2,545 |
| $941 (+2%) | +$5,531 | +$4,051 | +$2,147 | -$700 |
| $968 (+5%) | +$7,422 | +$5,982 | +$4,188 | +$2,067 |
| $1010 (+10%) โ target | +$10,457 | +$9,112 | +$7,541 | +$6,218 |
| $1061 (+15%) | +$14,446 | +$13,256 | +$12,002 | +$11,291 |
| $1107 (+20%) | +$18,293 | +$17,263 | +$16,290 | +$15,902 |
Uses FICO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.