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 $28 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 $24 ยท Jun '26
Qty 1 ยท Premium $1.91 ยท ฮ 0.56
LONG PUT ยท $24 ยท Jun '26
Qty 1 ยท Premium $1.71 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If OS hits $28 by Jun 19: the long straddle returns +$38 (10.4%) on $362 risked, vs +$400 (16.7%) for 100 shares on $2,400. Options give 0.6ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if OS is at $28. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if OS hits $28 by Jun 19
+$38
+10.4% on $362 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$362
Both premiums paid
Break-even
$27.62
+15.1% from spot
Prob. of Target Hit
38%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.02 / -2.68 / 8.13
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%) | +$151 | +$129 | +$115 | +$118 |
| $20 (-15%) | +$77 | +$41 | +$8 | -$2 |
| $22 (-10%) | +$26 | -$24 | -$80 | -$122 |
| $23 (-5%) | -$0 | -$60 | -$135 | -$242 |
| $24 (-2%) | -$3 | -$66 | -$149 | -$314 |
| $24 (0%) โ spot | +$0 | -$65 | -$149 | -$362 |
| $24 (+2%) | +$8 | -$58 | -$143 | -$314 |
| $25 (+5%) | +$26 | -$39 | -$121 | -$242 |
| $26 (+10%) | +$73 | +$13 | -$57 | -$122 |
| $28 (+15%) | +$139 | +$87 | +$32 | -$2 |
| $28 (+17%) โ target | +$165 | +$115 | +$65 | +$38 |
| $29 (+20%) | +$220 | +$176 | +$136 | +$118 |
Uses OS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.