Target Price Playground
MCD
$305.68
๐ข
MCD IV: 22.7% โ LOW
(-47.2% vs 30d avg of 43.1%)
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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $305.68 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If MCD hits $340 by Jun 19: the long stock returns +$3,432 (11.2%) on $30,568 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if MCD hits $340 by Jun 19
+$3,432
+11.2% on $30,568 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$30,568
If stock โ $0
Break-even
$305.68
+0.0% from spot
Prob. of Target Hit
24%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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
| MCD Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $245 (-20%) | -$6,114 | -$6,114 | -$6,114 |
| $260 (-15%) | -$4,585 | -$4,585 | -$4,585 |
| $275 (-10%) | -$3,057 | -$3,057 | -$3,057 |
| $290 (-5%) | -$1,528 | -$1,528 | -$1,528 |
| $300 (-2%) | -$611 | -$611 | -$611 |
| $306 (0%) โ spot | +$0 | +$0 | +$0 |
| $312 (+2%) | +$611 | +$611 | +$611 |
| $321 (+5%) | +$1,528 | +$1,528 | +$1,528 |
| $336 (+10%) | +$3,057 | +$3,057 | +$3,057 |
| $340 (+11%) โ target | +$3,432 | +$3,432 | +$3,432 |
| $352 (+15%) | +$4,585 | +$4,585 | +$4,585 |
| $367 (+20%) | +$6,114 | +$6,114 | +$6,114 |
Uses MCD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.