Target Price Playground
GLW
$171.24
๐ข
GLW IV: 15.2% โ LOW
(-83.3% vs 30d avg of 91.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $190 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
@ $171.24 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If GLW hits $190 by Jun 19: the long stock returns +$1,876 (11.0%) on $17,124 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 GLW hits $190 by Jun 19
+$1,876
+11.0% on $17,124 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$17,124
If stock โ $0
Break-even
$171.24
+0.0% from spot
Prob. of Target Hit
11%
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
| GLW Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $137 (-20%) | -$3,425 | -$3,425 | -$3,425 |
| $146 (-15%) | -$2,569 | -$2,569 | -$2,569 |
| $154 (-10%) | -$1,712 | -$1,712 | -$1,712 |
| $163 (-5%) | -$856 | -$856 | -$856 |
| $168 (-2%) | -$342 | -$342 | -$342 |
| $171 (0%) โ spot | +$0 | +$0 | +$0 |
| $175 (+2%) | +$342 | +$342 | +$342 |
| $180 (+5%) | +$856 | +$856 | +$856 |
| $190 (+11%) โ target | +$1,876 | +$1,876 | +$1,876 |
| $197 (+15%) | +$2,569 | +$2,569 | +$2,569 |
| $205 (+20%) | +$3,425 | +$3,425 | +$3,425 |
Uses GLW's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.