Target Price Playground
PANW
$169.56
๐ข
PANW IV: 43.9% โ LOW
(-24.0% vs 30d avg of 57.8%)
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
59d from today
โ๏ธ Legs
LONG 100 SHARES
@ $169.56 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 +$2,044 (12.1%) on $16,956 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
+$2,044
+12.1% on $16,956 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$16,956
If stock โ $0
Break-even
$169.56
+0.0% from spot
Prob. of Target Hit
49%
IV-implied, 59d (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 21 | Jun 20 (exp) |
|---|---|---|---|
| $136 (-20%) | -$3,391 | -$3,391 | -$3,391 |
| $144 (-15%) | -$2,543 | -$2,543 | -$2,543 |
| $153 (-10%) | -$1,696 | -$1,696 | -$1,696 |
| $161 (-5%) | -$848 | -$848 | -$848 |
| $166 (-2%) | -$339 | -$339 | -$339 |
| $170 (0%) โ spot | +$0 | +$0 | +$0 |
| $173 (+2%) | +$339 | +$339 | +$339 |
| $178 (+5%) | +$848 | +$848 | +$848 |
| $187 (+10%) | +$1,696 | +$1,696 | +$1,696 |
| $190 (+12%) โ target | +$2,044 | +$2,044 | +$2,044 |
| $195 (+15%) | +$2,543 | +$2,543 | +$2,543 |
| $203 (+20%) | +$3,391 | +$3,391 | +$3,391 |
Uses PANW's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.