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 $340 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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $309.87 ยท ฮ 1.00
LONG PUT ยท $295 ยท Jun '26
Qty 1 ยท Premium $7.65 ยท ฮ -0.31
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If JPM hits $340 by Jun 19: the protective put returns +$2,248 (7.1%) on $31,752 risked, vs +$3,013 (9.7%) for 100 shares on $30,987. Options give 0.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if JPM is at $340. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if JPM hits $340 by Jun 19
+$2,248
+7.1% on $31,752 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$2,252
Put floors you at $295
Break-even
$317.52
+2.47% from spot
Prob. of Target Hit
40%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
69.44 / -9.23 / 43.99
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%) | -$2,390 | -$2,377 | -$2,332 | -$2,252 |
| $263 (-15%) | -$2,180 | -$2,249 | -$2,295 | -$2,252 |
| $279 (-10%) | -$1,754 | -$1,910 | -$2,099 | -$2,252 |
| $294 (-5%) | -$1,053 | -$1,256 | -$1,532 | -$2,252 |
| $304 (-2%) | -$499 | -$701 | -$967 | -$1,385 |
| $310 (0%) โ spot | -$77 | -$268 | -$507 | -$765 |
| $316 (+2%) | +$381 | +$208 | +$7 | -$145 |
| $325 (+5%) | +$1,127 | +$986 | +$846 | +$784 |
| $340 (+10%) โ target | +$2,412 | +$2,324 | +$2,260 | +$2,248 |
| $356 (+15%) | +$3,949 | +$3,905 | +$3,884 | +$3,883 |
| $372 (+20%) | +$5,458 | +$5,438 | +$5,432 | +$5,432 |
Uses JPM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.