Target Price Playground
TSM
$370.60
๐ข
TSM IV: 46.3% โ LOW
(-25.4% vs 30d avg of 62.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $415 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
@ $370.6 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If TSM hits $415 by Jun 19: the long stock returns +$4,440 (12.0%) on $37,060 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 TSM hits $415 by Jun 19
+$4,440
+12.0% on $37,060 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$37,060
If stock โ $0
Break-even
$370.60
+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
| TSM Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $296 (-20%) | -$7,412 | -$7,412 | -$7,412 |
| $315 (-15%) | -$5,559 | -$5,559 | -$5,559 |
| $334 (-10%) | -$3,706 | -$3,706 | -$3,706 |
| $352 (-5%) | -$1,853 | -$1,853 | -$1,853 |
| $363 (-2%) | -$741 | -$741 | -$741 |
| $371 (0%) โ spot | +$0 | +$0 | +$0 |
| $378 (+2%) | +$741 | +$741 | +$741 |
| $389 (+5%) | +$1,853 | +$1,853 | +$1,853 |
| $408 (+10%) | +$3,706 | +$3,706 | +$3,706 |
| $415 (+12%) โ target | +$4,440 | +$4,440 | +$4,440 |
| $426 (+15%) | +$5,559 | +$5,559 | +$5,559 |
| $445 (+20%) | +$7,412 | +$7,412 | +$7,412 |
Uses TSM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.