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 + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $133.44 ยท ฮ 1.00
LONG PUT ยท $125 ยท Jun '26
Qty 1 ยท Premium $4.35 ยท ฮ -0.3
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If PTC hits $145 by Jun 19: the protective put returns +$721 (5.2%) on $13,779 risked, vs +$1,156 (8.7%) for 100 shares on $13,344. 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 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
+$721
+5.2% on $13,779 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$1,279
Put floors you at $125
Break-even
$137.79
+3.26% from spot
Prob. of Target Hit
59%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
70.5 / -4.98 / 19.73
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%) | -$1,207 | -$1,256 | -$1,292 | -$1,279 |
| $113 (-15%) | -$1,037 | -$1,124 | -$1,222 | -$1,279 |
| $120 (-10%) | -$780 | -$896 | -$1,047 | -$1,279 |
| $127 (-5%) | -$432 | -$559 | -$729 | -$1,102 |
| $131 (-2%) | -$183 | -$307 | -$468 | -$702 |
| $133 (0%) โ spot | -$0 | -$120 | -$269 | -$435 |
| $136 (+2%) | +$194 | +$81 | -$53 | -$168 |
| $140 (+5%) | +$503 | +$403 | +$296 | +$232 |
| $145 (+9%) โ target | +$908 | +$826 | +$750 | +$721 |
| $147 (+10%) | +$1,062 | +$986 | +$920 | +$899 |
| $153 (+15%) | +$1,661 | +$1,609 | +$1,573 | +$1,567 |
| $160 (+20%) | +$2,287 | +$2,253 | +$2,236 | +$2,234 |
Uses PTC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.