Target Price Playground
๐ Strategy
๐ฏ Target
โ๏ธ Legs
๐ก Stock vs Options at Target
If ROP hits $360 by Jun 19: the cash-secured put returns +$719 (2.3%) on $-719 credit (max loss $30,781), vs +$1,685 (4.9%) for 100 shares on $34,315. Options give 0.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ROP is at $360. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
๐ Notes for each mode (not shown on real page)
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
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
| ROP Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $275 (-20%) | -$3,487 | -$3,378 | -$3,296 | -$3,329 |
| $292 (-15%) | -$2,234 | -$2,027 | -$1,786 | -$1,613 |
| $309 (-10%) | -$1,237 | -$967 | -$607 | +$102 |
| $326 (-5%) | -$502 | -$223 | +$140 | +$719 |
| $336 (-2%) | -$175 | +$83 | +$400 | +$719 |
| $343 (0%) โ spot | -$0 | +$239 | +$513 | +$719 |
| $350 (+2%) | +$146 | +$362 | +$590 | +$719 |
| $360 (+5%) โ target | +$313 | +$492 | +$658 | +$719 |
| $377 (+10%) | +$506 | +$623 | +$705 | +$719 |
| $395 (+15%) | +$611 | +$681 | +$716 | +$719 |
| $412 (+20%) | +$667 | +$705 | +$719 | +$719 |