Target Price Playground
OS
$24.00
๐ข
OS IV: 27.8% โ LOW
(-80.6% vs 30d avg of 143.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $25 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
Sell OTM put for premium; get assigned if price drops.
๐ฏ Target
67d from today
โ๏ธ Legs
SHORT PUT ยท $22 ยท Jun '26
Qty 1 ยท Premium $0.86 ยท ฮ -0.28
P&L at Expiry
Stock (100 sh)
Cash-Secured Put
Now
Target
๐ก Stock vs Options at Target
If OS hits $25 by Jun 19: the cash-secured put returns +$86 (4.1%) on $-86 credit (max loss $2,114), vs +$100 (4.2%) for 100 shares on $2,400. Options give 1.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if OS is at $25. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if OS hits $25 by Jun 19
+$86
+4.1% on $2,114 max loss
Max Profit
+$86
If the stock โฅ $22 at expiry
Max Loss
โ$2,114
If stock โ $0 after assignment
Break-even
$21.14
-11.9% from spot
Prob. of Target Hit
83%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
27.55 / 1.04 / -3.43
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
| OS Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $19 (-20%) | -$234 | -$218 | -$201 | -$194 |
| $20 (-15%) | -$155 | -$132 | -$104 | -$74 |
| $22 (-10%) | -$90 | -$63 | -$28 | +$46 |
| $23 (-5%) | -$38 | -$11 | +$24 | +$86 |
| $24 (-2%) | -$14 | +$12 | +$45 | +$86 |
| $24 (0%) โ spot | +$0 | +$25 | +$56 | +$86 |
| $24 (+2%) | +$13 | +$36 | +$64 | +$86 |
| $25 (+4%) โ target | +$24 | +$46 | +$71 | +$86 |
| $26 (+10%) | +$48 | +$65 | +$81 | +$86 |
| $28 (+15%) | +$62 | +$75 | +$84 | +$86 |
| $29 (+20%) | +$71 | +$80 | +$85 | +$86 |
Uses OS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.