Target Price Playground
SNPS
$392.24
๐ข
SNPS IV: 46.9% โ LOW
(-41.2% vs 30d avg of 79.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $440 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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $392.24 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If SNPS hits $440 by Jun 19: the long stock returns +$4,776 (12.2%) on $39,224 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if SNPS hits $440 by Jun 19
+$4,776
+12.2% on $39,224 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$39,224
If stock โ $0
Break-even
$392.24
+0.0% from spot
Prob. of Target Hit
55%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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
| SNPS Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $314 (-20%) | -$7,845 | -$7,845 | -$7,845 |
| $333 (-15%) | -$5,884 | -$5,884 | -$5,884 |
| $353 (-10%) | -$3,922 | -$3,922 | -$3,922 |
| $373 (-5%) | -$1,961 | -$1,961 | -$1,961 |
| $384 (-2%) | -$784 | -$784 | -$784 |
| $392 (0%) โ spot | +$0 | +$0 | +$0 |
| $400 (+2%) | +$784 | +$784 | +$784 |
| $412 (+5%) | +$1,961 | +$1,961 | +$1,961 |
| $431 (+10%) | +$3,922 | +$3,922 | +$3,922 |
| $440 (+12%) โ target | +$4,776 | +$4,776 | +$4,776 |
| $451 (+15%) | +$5,884 | +$5,884 | +$5,884 |
| $471 (+20%) | +$7,845 | +$7,845 | +$7,845 |
Uses SNPS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.