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 $26 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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $24.0 ยท ฮ 1.00
LONG PUT ยท $23 ยท Jun '26
Qty 1 ยท Premium $1.24 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If OS hits $26 by Jun 19: the protective put returns +$76 (3.0%) on $2,524 risked, vs +$200 (8.3%) for 100 shares on $2,400. Options give 0.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if OS is at $26. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if OS hits $26 by Jun 19
+$76
+3.0% on $2,524 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$224
Put floors you at $23
Break-even
$25.24
+5.17% from spot
Prob. of Target Hit
66%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
64.15 / -1.15 / 3.84
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%) | -$204 | -$215 | -$225 | -$224 |
| $20 (-15%) | -$173 | -$191 | -$212 | -$224 |
| $22 (-10%) | -$128 | -$153 | -$184 | -$224 |
| $23 (-5%) | -$71 | -$99 | -$136 | -$224 |
| $24 (-2%) | -$30 | -$58 | -$95 | -$172 |
| $24 (0%) โ spot | +$0 | -$28 | -$65 | -$124 |
| $24 (+2%) | +$32 | +$4 | -$30 | -$76 |
| $25 (+5%) | +$83 | +$57 | +$26 | -$4 |
| $26 (+8%) โ target | +$143 | +$120 | +$94 | +$76 |
| $26 (+10%) | +$175 | +$153 | +$129 | +$116 |
| $28 (+15%) | +$275 | +$258 | +$242 | +$236 |
| $29 (+20%) | +$382 | +$368 | +$358 | +$356 |
Uses OS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.