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 $1060 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 $920 ยท Jun '26
Qty 1 ยท Premium $104.1 ยท ฮ 0.55
LONG PUT ยท $920 ยท Jun '26
Qty 1 ยท Premium $40.2 ยท ฮ -0.45
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If FICO hits $1060 by Jun 19: the long straddle returns $-430 (-3.0%) on $14,430 risked, vs +$13,763 (14.9%) for 100 shares on $92,237. Options give 0.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if FICO is at $1060. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if FICO hits $1060 by Jun 19
$-430
-3.0% on $14,430 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$14,430
Both premiums paid
Break-even
$1064.30
+15.39% from spot
Prob. of Target Hit
56%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
10.25 / -152.6 / 311.29
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%) | +$7,802 | +$6,006 | +$4,327 | +$3,780 |
| $784 (-15%) | +$5,782 | +$3,427 | +$843 | -$831 |
| $830 (-10%) | +$4,518 | +$1,689 | -$1,747 | -$5,443 |
| $876 (-5%) | +$4,025 | +$858 | -$3,204 | -$10,055 |
| $904 (-2%) | +$4,094 | +$800 | -$3,482 | -$12,822 |
| $922 (0%) โ spot | +$4,286 | +$941 | -$3,417 | -$14,193 |
| $941 (+2%) | +$4,592 | +$1,220 | -$3,158 | -$12,348 |
| $968 (+5%) | +$5,254 | +$1,888 | -$2,422 | -$9,581 |
| $1015 (+10%) | +$6,861 | +$3,611 | -$371 | -$4,969 |
| $1060 (+15%) โ target | +$8,994 | +$5,957 | +$2,472 | -$430 |
| $1107 (+20%) | +$11,686 | +$8,937 | +$6,039 | +$4,254 |
Uses FICO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.