Target Price Playground
T
$26.46
๐ข
T IV: 28.5% โ LOW
(-48.9% vs 30d avg of 55.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $28 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
Sell OTM put for premium; get assigned if price drops.
๐ฏ Target
67d from today
โ๏ธ Legs
SHORT PUT ยท $25 ยท Jun '26
Qty 1 ยท Premium $0.36 ยท ฮ -0.21
P&L at Expiry
Stock (100 sh)
Cash-Secured Put
Now
Target
๐ก Stock vs Options at Target
If T hits $28 by Jun 19: the cash-secured put returns +$36 (1.5%) on $-36 credit (max loss $2,414), vs +$154 (5.8%) for 100 shares on $2,646. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if T is at $28. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if T hits $28 by Jun 19
+$36
+1.5% on $2,414 max loss
Max Profit
+$36
If the stock โฅ $24 at expiry
Max Loss
โ$2,414
If stock โ $0 after assignment
Break-even
$24.14
-8.76% from spot
Prob. of Target Hit
60%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
20.53 / 0.55 / -3.22
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
| T Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $21 (-20%) | -$290 | -$289 | -$291 | -$297 |
| $22 (-15%) | -$182 | -$174 | -$165 | -$165 |
| $24 (-10%) | -$97 | -$82 | -$62 | -$33 |
| $25 (-5%) | -$36 | -$20 | +$1 | +$36 |
| $26 (-2%) | -$12 | +$2 | +$20 | +$36 |
| $26 (0%) โ spot | +$0 | +$13 | +$27 | +$36 |
| $27 (+2%) | +$10 | +$21 | +$31 | +$36 |
| $28 (+6%) โ target | +$22 | +$29 | +$35 | +$36 |
| $29 (+10%) | +$30 | +$34 | +$36 | +$36 |
| $30 (+15%) | +$34 | +$35 | +$36 | +$36 |
| $32 (+20%) | +$35 | +$36 | +$36 | +$36 |
Uses T's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.