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 $1080 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
Bet on big move in either direction. Two premiums 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
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If LLY hits $1080 by Jun 19: the long straddle returns +$1,377 (10.9%) on $12,623 risked, vs +$14,053 (15.0%) for 100 shares on $93,947. 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 LLY is at $1080. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if LLY hits $1080 by Jun 19
+$1,377
+10.9% on $12,623 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$12,623
Both premiums paid
Break-even
$813.77
-13.38% from spot
Prob. of Target Hit
37%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
9.22 / -98.61 / 316.18
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%) | +$6,772 | +$6,255 | +$6,024 | +$6,219 |
| $799 (-15%) | +$3,542 | +$2,495 | +$1,626 | +$1,522 |
| $846 (-10%) | +$1,229 | -$370 | -$2,108 | -$3,175 |
| $893 (-5%) | +$2 | -$2,032 | -$4,568 | -$7,873 |
| $921 (-2%) | -$183 | -$2,376 | -$5,208 | -$10,691 |
| $939 (0%) โ spot | -$78 | -$2,328 | -$5,253 | -$12,570 |
| $958 (+2%) | +$203 | -$2,064 | -$4,995 | -$10,797 |
| $986 (+5%) | +$941 | -$1,284 | -$4,078 | -$7,979 |
| $1033 (+10%) | +$2,928 | +$919 | -$1,374 | -$3,281 |
| $1080 (+15%) โ target | +$5,684 | +$3,994 | +$2,309 | +$1,377 |
| $1127 (+20%) | +$9,104 | +$7,762 | +$6,618 | +$6,113 |
Uses LLY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.