Target Price Playground

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PRGS
$26.65
๐ŸŸก
PRGS IV: 59.2% โ€” NORMAL (-10.7% vs 30d avg of 66.3%)
IV is near its 30-day average โ€” no strong edge either way.
Forward Projection If price hits $30 by Jun 19
Historical Backtest Coming soon
Signal Backtest Coming soon

๐Ÿ“‹ Strategy

Moderately bullish. Debit, capped max profit + loss.

๐ŸŽฏ Target

67d from today

โš™๏ธ Legs

LONG CALL ยท $27 ยท Jun '26
Qty 1 ยท Premium $2.61 ยท ฮ” 0.54
SHORT CALL ยท $29 ยท Jun '26
Qty 1 ยท Premium $1.84 ยท ฮ” 0.43
P&L at Expiry Now $27 Target $30 $19 $27 $35
Stock (100 sh) Bull Call Spread Now Target
๐Ÿ’ก Stock vs Options at Target

If PRGS hits $30 by Jun 19: the bull call spread returns +$123 (160.6%) on $77 risked, vs +$335 (12.6%) for 100 shares on $2,665. Options give 12.7ร— capital efficiency.

๐Ÿ“… Expiry

Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PRGS is at $30. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

๐Ÿ“Š Projected Return

P&L if PRGS hits $30 by Jun 19
+$123
+160.6% on $77 risked
Max Profit
+$123
If the stock โ‰ฅ $29 at expiry
Max Loss
โˆ’$77
Net debit
Break-even
$27.77
+4.19% from spot
Prob. of Target Hit
62%
IV-implied, 67d (rough)
Net ฮ” / ฮ˜ / V
11.28 / -0.05 / 0.04
per spread, per $1 move / day / vol pt
๐Ÿ’พ Log in to save ๐Ÿ“Š My Saved Strategies

๐Ÿ“‹ 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.
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.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โ‰ฅ 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.

๐Ÿ“Š P&L Scenarios โ€” what happens at different prices and dates

PRGS Price Today May 5 May 27 Jun 19 (exp)
$21 (-20%) -$53 -$61 -$71 -$77
$23 (-15%) -$42 -$50 -$63 -$77
$24 (-10%) -$29 -$36 -$50 -$77
$25 (-5%) -$15 -$20 -$30 -$77
$26 (-2%) -$6 -$9 -$17 -$77
$27 (0%) โ† spot -$0 -$2 -$7 -$77
$27 (+2%) +$6 +$5 +$3 -$59
$28 (+5%) +$15 +$16 +$18 +$21
$29 (+10%) +$29 +$34 +$43 +$123
$30 (+13%) โ† target +$36 +$43 +$55 +$123
$31 (+15%) +$43 +$51 +$65 +$123
$32 (+20%) +$56 +$65 +$82 +$123
Uses PRGS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.