Target Price Playground
LLY
$939.47
๐ข
LLY IV: 39.2% โ LOW
(-28.8% vs 30d avg of 55.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1050 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 bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $940 ยท Jun '26
Qty 1 ยท Premium $64.23 ยท ฮ 0.55
SHORT CALL ยท $1010 ยท Jun '26
Qty 1 ยท Premium $35.8 ยท ฮ 0.37
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If LLY hits $1050 by Jun 19: the bull call spread returns +$4,157 (146.2%) on $2,843 risked, vs +$11,053 (11.8%) for 100 shares on $93,947. Options give 12.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if LLY is at $1050. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if LLY hits $1050 by Jun 19
+$4,157
+146.2% on $2,843 risked
Max Profit
+$4,157
If the stock โฅ $1010 at expiry
Max Loss
โ$2,843
Net debit
Break-even
$968.43
+3.08% from spot
Prob. of Target Hit
48%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
17.43 / -5.95 / 12.25
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
| LLY Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $752 (-20%) | -$2,439 | -$2,641 | -$2,811 | -$2,843 |
| $799 (-15%) | -$2,061 | -$2,341 | -$2,685 | -$2,843 |
| $846 (-10%) | -$1,518 | -$1,820 | -$2,314 | -$2,843 |
| $893 (-5%) | -$835 | -$1,074 | -$1,552 | -$2,843 |
| $921 (-2%) | -$379 | -$542 | -$900 | -$2,843 |
| $939 (0%) โ spot | -$64 | -$165 | -$404 | -$2,843 |
| $958 (+2%) | +$254 | +$220 | +$121 | -$1,017 |
| $986 (+5%) | +$727 | +$796 | +$920 | +$1,801 |
| $1033 (+10%) | +$1,474 | +$1,697 | +$2,130 | +$4,157 |
| $1050 (+12%) โ target | +$1,718 | +$1,984 | +$2,488 | +$4,157 |
| $1080 (+15%) | +$2,132 | +$2,456 | +$3,033 | +$4,157 |
| $1127 (+20%) | +$2,677 | +$3,040 | +$3,599 | +$4,157 |
Uses LLY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.