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 $195 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 $170 ยท Jun '26
Qty 1 ยท Premium $22.25 ยท ฮ 0.57
LONG PUT ยท $170 ยท Jun '26
Qty 1 ยท Premium $18.78 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If GLW hits $195 by Jun 19: the long straddle returns $-1,603 (-39.1%) on $4,103 risked, vs +$2,376 (13.9%) for 100 shares on $17,124. Options give 2.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if GLW is at $195. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if GLW hits $195 by Jun 19
$-1,603
-39.1% on $4,103 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$4,103
Both premiums paid
Break-even
$211.03
+23.24% from spot
Prob. of Target Hit
4%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
12.67 / -14.39 / 57.3
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 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $137 (-20%) | -$941 | -$896 | -$850 | -$802 |
| $146 (-15%) | -$1,785 | -$1,750 | -$1,706 | -$1,658 |
| $154 (-10%) | -$2,556 | -$2,571 | -$2,559 | -$2,515 |
| $163 (-5%) | -$3,075 | -$3,191 | -$3,313 | -$3,371 |
| $168 (-2%) | -$3,179 | -$3,340 | -$3,545 | -$3,885 |
| $171 (0%) โ spot | -$3,148 | -$3,319 | -$3,539 | -$3,979 |
| $175 (+2%) | -$3,041 | -$3,206 | -$3,405 | -$3,637 |
| $180 (+5%) | -$2,759 | -$2,893 | -$3,030 | -$3,123 |
| $188 (+10%) | -$2,072 | -$2,152 | -$2,217 | -$2,267 |
| $195 (+14%) โ target | -$1,448 | -$1,505 | -$1,555 | -$1,603 |
| $197 (+15%) | -$1,260 | -$1,314 | -$1,362 | -$1,410 |
| $205 (+20%) | -$413 | -$460 | -$506 | -$554 |
Uses GLW's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.