Target Price Playground
JPM
$309.87
๐ข
JPM IV: 27.7% โ LOW
(-42.8% 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 $295 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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $310 ยท Jul '26
Qty 1 ยท Premium $16.45 ยท ฮ -0.46
SHORT PUT ยท $295 ยท Jun '26
Qty 1 ยท Premium $7.65 ยท ฮ -0.31
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If JPM hits $295 by Jun 19: the diagonal put spread returns +$888 (100.9%) on $880 risked, vs $-1,487 (-4.8%) 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 $295. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if JPM hits $295 by Jun 19
+$888
+100.9% on $880 risked
Max Profit
+$850
If the stock price is favorable
Max Loss
โ$880
Worst-case within chart range
Break-even
$309.91
+0.01% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-15.37 / 1.07 / 18.3
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
| JPM Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $248 (-20%) | +$497 | +$517 | +$521 | +$514 |
| $263 (-15%) | +$454 | +$502 | +$543 | +$525 |
| $279 (-10%) | +$348 | +$420 | +$523 | +$598 |
| $295 (-5%) โ target | +$165 | +$228 | +$340 | +$881 |
| $304 (-2%) | +$43 | +$86 | +$161 | +$318 |
| $310 (0%) โ spot | -$50 | -$25 | +$13 | -$6 |
| $316 (+2%) | -$144 | -$138 | -$140 | -$265 |
| $325 (+5%) | -$280 | -$302 | -$354 | -$540 |
| $341 (+10%) | -$482 | -$534 | -$623 | -$774 |
| $356 (+15%) | -$636 | -$693 | -$772 | -$854 |
| $372 (+20%) | -$740 | -$789 | -$840 | -$875 |
Uses JPM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.