Target Price Playground
JPM
$309.87
๐ข
JPM IV: 27.2% โ LOW
(-43.9% vs 30d avg of 48.5%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $275 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $310 ยท Jun '26
Qty 1 ยท Premium $12.86 ยท ฮ -0.47
SHORT PUT ยท $285 ยท Jun '26
Qty 1 ยท Premium $5.45 ยท ฮ -0.22
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If JPM hits $275 by Jun 19: the bear put spread returns +$1,759 (237.4%) on $741 risked, vs $-3,487 (-11.3%) for 100 shares on $30,987. Options give 21.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if JPM is at $275. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if JPM hits $275 by Jun 19
+$1,759
+237.4% on $741 risked
Max Profit
+$1,759
If the stock โค $285 at expiry
Max Loss
โ$741
Net debit
Break-even
$302.59
-2.35% from spot
Prob. of Target Hit
33%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-24.49 / -1.11 / 9.45
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
| JPM Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $248 (-20%) | +$1,583 | +$1,666 | +$1,738 | +$1,759 |
| $263 (-15%) | +$1,355 | +$1,475 | +$1,637 | +$1,759 |
| $275 (-11%) โ target | +$1,100 | +$1,212 | +$1,404 | +$1,759 |
| $279 (-10%) | +$1,001 | +$1,103 | +$1,285 | +$1,759 |
| $294 (-5%) | +$571 | +$595 | +$639 | +$821 |
| $304 (-2%) | +$312 | +$281 | +$214 | -$108 |
| $310 (0%) โ spot | +$149 | +$87 | -$39 | -$728 |
| $316 (+2%) | -$2 | -$87 | -$251 | -$741 |
| $325 (+5%) | -$198 | -$304 | -$481 | -$741 |
| $341 (+10%) | -$441 | -$543 | -$671 | -$741 |
| $356 (+15%) | -$590 | -$664 | -$727 | -$741 |
| $372 (+20%) | -$671 | -$714 | -$739 | -$741 |
Uses JPM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.