Target Price Playground
PANW
$167.85
๐ข
PANW IV: 44.6% โ LOW
(-23.0% vs 30d avg of 57.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $190 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
61d from today
โ๏ธ Legs
LONG 100 SHARES
@ $167.85 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If PANW hits $190 by Jun 19: the long stock returns +$2,215 (13.2%) on $16,785 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 PANW hits $190 by Jun 19
+$2,215
+13.2% on $16,785 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$16,785
If stock โ $0
Break-even
$167.85
+0.0% from spot
Prob. of Target Hit
47%
IV-implied, 61d (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
| PANW Price | Today | May 19 | Jun 18 (exp) |
|---|---|---|---|
| $134 (-20%) | -$3,357 | -$3,357 | -$3,357 |
| $143 (-15%) | -$2,518 | -$2,518 | -$2,518 |
| $151 (-10%) | -$1,679 | -$1,679 | -$1,679 |
| $159 (-5%) | -$839 | -$839 | -$839 |
| $164 (-2%) | -$336 | -$336 | -$336 |
| $168 (0%) โ spot | +$0 | +$0 | +$0 |
| $171 (+2%) | +$336 | +$336 | +$336 |
| $176 (+5%) | +$839 | +$839 | +$839 |
| $185 (+10%) | +$1,679 | +$1,679 | +$1,679 |
| $190 (+13%) โ target | +$2,215 | +$2,215 | +$2,215 |
| $193 (+15%) | +$2,518 | +$2,518 | +$2,518 |
| $201 (+20%) | +$3,357 | +$3,357 | +$3,357 |
Uses PANW's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.