Target Price Playground
REGN
$748.87
๐ข
REGN IV: 38.0% โ LOW
(-45.8% vs 30d avg of 70.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $840 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
Bullish. Unlimited upside, capped loss = premium paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $750 ยท Jun '26
Qty 1 ยท Premium $51.8 ยท ฮ 0.55
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If REGN hits $840 by Jun 19: the long call returns +$3,820 (73.7%) on $5,180 risked, vs +$9,113 (12.2%) for 100 shares on $74,887. Options give 6.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if REGN is at $840. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if REGN hits $840 by Jun 19
+$3,820
+73.7% on $5,180 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$5,180
Premium paid
Break-even
$801.80
+7.07% from spot
Prob. of Target Hit
46%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
54.52 / -42.07 / 126.07
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
| REGN Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $599 (-20%) | -$4,693 | -$4,981 | -$5,156 | -$5,180 |
| $637 (-15%) | -$4,134 | -$4,629 | -$5,049 | -$5,180 |
| $674 (-10%) | -$3,209 | -$3,925 | -$4,688 | -$5,180 |
| $711 (-5%) | -$1,847 | -$2,740 | -$3,825 | -$5,180 |
| $734 (-2%) | -$807 | -$1,765 | -$2,971 | -$5,180 |
| $749 (0%) โ spot | -$21 | -$1,002 | -$2,248 | -$5,180 |
| $764 (+2%) | +$837 | -$152 | -$1,401 | -$3,795 |
| $786 (+5%) | +$2,251 | +$1,280 | +$85 | -$1,549 |
| $824 (+10%) | +$4,919 | +$4,033 | +$3,039 | +$2,196 |
| $840 (+12%) โ target | +$6,180 | +$5,347 | +$4,459 | +$3,820 |
| $861 (+15%) | +$7,907 | +$7,150 | +$6,400 | +$5,940 |
| $899 (+20%) | +$11,141 | +$10,523 | +$9,983 | +$9,684 |
Uses REGN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.