Target Price Playground
PTC
$133.44
๐ข
PTC IV: 37.3% โ LOW
(-34.3% vs 30d avg of 56.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $145 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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $133.44 ยท ฮ 1.00
SHORT CALL ยท $145 ยท Jun '26
Qty 1 ยท Premium $4.05 ยท ฮ 0.32
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If PTC hits $145 by Jun 19: the covered call returns +$1,561 (12.1%) on $12,939 risked, vs +$1,156 (8.7%) for 100 shares on $13,344. Options give 1.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PTC is at $145. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PTC hits $145 by Jun 19
+$1,561
+12.1% on $12,939 risked
Max Profit
+$1,561
If the stock โฅ $145 at expiry
Max Loss
โ$12,939
If stock โ $0 (minus premium received)
Break-even
$129.39
-3.04% from spot
Prob. of Target Hit
59%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
67.56 / 6.02 / -21.19
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
| PTC Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $107 (-20%) | -$2,289 | -$2,270 | -$2,264 | -$2,264 |
| $113 (-15%) | -$1,660 | -$1,620 | -$1,599 | -$1,597 |
| $120 (-10%) | -$1,067 | -$994 | -$940 | -$929 |
| $127 (-5%) | -$529 | -$416 | -$309 | -$262 |
| $131 (-2%) | -$238 | -$102 | +$44 | +$138 |
| $133 (0%) โ spot | -$58 | +$92 | +$262 | +$405 |
| $136 (+2%) | +$110 | +$272 | +$465 | +$672 |
| $140 (+5%) | +$337 | +$513 | +$732 | +$1,072 |
| $145 (+9%) โ target | +$576 | +$762 | +$997 | +$1,561 |
| $147 (+10%) | +$653 | +$840 | +$1,076 | +$1,561 |
| $153 (+15%) | +$897 | +$1,078 | +$1,296 | +$1,561 |
| $160 (+20%) | +$1,076 | +$1,239 | +$1,419 | +$1,561 |
Uses PTC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.