Target Price Playground
LLY
$939.47
๐ข
LLY IV: 39.1% โ LOW
(-29.0% 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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If LLY hits $1050 by Jun 19: the long call returns +$4,577 (71.3%) on $6,423 risked, vs +$11,053 (11.8%) for 100 shares on $93,947. Options give 6.0ร 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
+$4,577
+71.3% on $6,423 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$6,423
Premium paid
Break-even
$1004.23
+6.89% from spot
Prob. of Target Hit
48%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
54.8 / -52.86 / 158.06
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%) | -$5,760 | -$6,145 | -$6,387 | -$6,423 |
| $799 (-15%) | -$5,026 | -$5,676 | -$6,238 | -$6,423 |
| $846 (-10%) | -$3,834 | -$4,760 | -$5,757 | -$6,423 |
| $893 (-5%) | -$2,099 | -$3,242 | -$4,637 | -$6,423 |
| $921 (-2%) | -$782 | -$2,005 | -$3,548 | -$6,423 |
| $939 (0%) โ spot | +$210 | -$1,042 | -$2,631 | -$6,423 |
| $958 (+2%) | +$1,290 | +$30 | -$1,563 | -$4,597 |
| $986 (+5%) | +$3,067 | +$1,828 | +$305 | -$1,779 |
| $1033 (+10%) | +$6,410 | +$5,279 | +$4,005 | +$2,919 |
| $1050 (+12%) โ target | +$7,690 | +$6,612 | +$5,446 | +$4,577 |
| $1080 (+15%) | +$10,150 | +$9,179 | +$8,212 | +$7,616 |
| $1127 (+20%) | +$14,195 | +$13,398 | +$12,698 | +$12,313 |
Uses LLY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.