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 $155 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $135 ยท Jun '26
Qty 1 ยท Premium $8.33 ยท ฮ 0.52
LONG PUT ยท $135 ยท Jun '26
Qty 1 ยท Premium $7.08 ยท ฮ -0.52
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If PTC hits $155 by Jun 19: the long straddle returns +$459 (29.8%) on $1,541 risked, vs +$2,156 (16.2%) for 100 shares on $13,344. Options give 1.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PTC is at $155. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PTC hits $155 by Jun 19
+$459
+29.8% on $1,541 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,541
Both premiums paid
Break-even
$119.59
-10.38% from spot
Prob. of Target Hit
31%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
0.68 / -12.5 / 45.7
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%) | +$1,310 | +$1,261 | +$1,251 | +$1,284 |
| $113 (-15%) | +$814 | +$696 | +$610 | +$617 |
| $120 (-10%) | +$441 | +$243 | +$41 | -$51 |
| $127 (-5%) | +$222 | -$44 | -$367 | -$718 |
| $131 (-2%) | +$170 | -$123 | -$499 | -$1,118 |
| $133 (0%) โ spot | +$170 | -$136 | -$531 | -$1,385 |
| $136 (+2%) | +$195 | -$115 | -$519 | -$1,430 |
| $140 (+5%) | +$281 | -$27 | -$419 | -$1,030 |
| $147 (+10%) | +$540 | +$259 | -$69 | -$363 |
| $153 (+15%) | +$921 | +$684 | +$444 | +$305 |
| $155 (+16%) โ target | +$1,023 | +$798 | +$577 | +$459 |
| $160 (+20%) | +$1,396 | +$1,208 | +$1,045 | +$972 |
Uses PTC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.