Target Price Playground
VIAV
$41.79
๐ข
VIAV IV: 72.9% โ LOW
(-24.3% vs 30d avg of 96.4%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $47 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
@ $41.79 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If VIAV hits $47 by Jun 19: the long stock returns +$521 (12.5%) on $4,179 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 VIAV hits $47 by Jun 19
+$521
+12.5% on $4,179 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$4,179
If stock โ $0
Break-even
$41.79
+0.0% from spot
Prob. of Target Hit
72%
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
| VIAV Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $33 (-20%) | -$836 | -$836 | -$836 |
| $36 (-15%) | -$627 | -$627 | -$627 |
| $38 (-10%) | -$418 | -$418 | -$418 |
| $40 (-5%) | -$209 | -$209 | -$209 |
| $41 (-2%) | -$84 | -$84 | -$84 |
| $42 (0%) โ spot | +$0 | +$0 | +$0 |
| $43 (+2%) | +$84 | +$84 | +$84 |
| $44 (+5%) | +$209 | +$209 | +$209 |
| $46 (+10%) | +$418 | +$418 | +$418 |
| $47 (+12%) โ target | +$521 | +$521 | +$521 |
| $48 (+15%) | +$627 | +$627 | +$627 |
| $50 (+20%) | +$836 | +$836 | +$836 |
Uses VIAV's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.