Target Price Playground
JNJ
$238.46
๐ข
JNJ IV: 25.0% โ LOW
(-46.6% vs 30d avg of 46.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $265 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
@ $238.46 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If JNJ hits $265 by Jun 19: the long stock returns +$2,654 (11.1%) on $23,846 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 JNJ hits $265 by Jun 19
+$2,654
+11.1% on $23,846 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$23,846
If stock โ $0
Break-even
$238.46
+0.0% from spot
Prob. of Target Hit
30%
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
| JNJ Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $191 (-20%) | -$4,769 | -$4,769 | -$4,769 |
| $203 (-15%) | -$3,577 | -$3,577 | -$3,577 |
| $215 (-10%) | -$2,385 | -$2,385 | -$2,385 |
| $227 (-5%) | -$1,192 | -$1,192 | -$1,192 |
| $234 (-2%) | -$477 | -$477 | -$477 |
| $238 (0%) โ spot | +$0 | +$0 | +$0 |
| $243 (+2%) | +$477 | +$477 | +$477 |
| $250 (+5%) | +$1,192 | +$1,192 | +$1,192 |
| $262 (+10%) | +$2,385 | +$2,385 | +$2,385 |
| $265 (+11%) โ target | +$2,654 | +$2,654 | +$2,654 |
| $274 (+15%) | +$3,577 | +$3,577 | +$3,577 |
| $286 (+20%) | +$4,769 | +$4,769 | +$4,769 |
Uses JNJ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.