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 $830 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $940 ยท Jun '26
Qty 1 ยท Premium $62.0 ยท ฮ -0.46
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If LLY hits $830 by Jun 19: the long put returns +$4,800 (77.4%) on $6,200 risked, vs $-10,947 (-11.7%) for 100 shares on $93,947. Options give 6.6ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if LLY is at $830. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if LLY hits $830 by Jun 19
+$4,800
+77.4% on $6,200 risked
Max Profit
+$87,800
If stock โ $0
Max Loss
โ$6,200
Premium paid
Break-even
$878.00
-6.54% from spot
Prob. of Target Hit
49%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-45.58 / -45.75 / 158.12
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%) | +$12,532 | +$12,400 | +$12,411 | +$12,642 |
| $799 (-15%) | +$8,568 | +$8,172 | +$7,864 | +$7,945 |
| $830 (-12%) โ target | +$6,165 | +$5,580 | +$4,986 | +$4,800 |
| $846 (-10%) | +$5,064 | +$4,391 | +$3,648 | +$3,248 |
| $893 (-5%) | +$2,101 | +$1,211 | +$70 | -$1,450 |
| $921 (-2%) | +$600 | -$370 | -$1,660 | -$4,268 |
| $939 (0%) โ spot | -$288 | -$1,286 | -$2,622 | -$6,147 |
| $958 (+2%) | -$1,086 | -$2,094 | -$3,432 | -$6,200 |
| $986 (+5%) | -$2,127 | -$3,113 | -$4,383 | -$6,200 |
| $1033 (+10%) | -$3,482 | -$4,360 | -$5,380 | -$6,200 |
| $1080 (+15%) | -$4,440 | -$5,157 | -$5,870 | -$6,200 |
| $1127 (+20%) | -$5,091 | -$5,635 | -$6,081 | -$6,200 |
Uses LLY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.