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 $48 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $42 ยท Jun '26
Qty 1 ยท Premium $6.7 ยท ฮ 0.58
LONG PUT ยท $42 ยท Jun '26
Qty 1 ยท Premium $5.81 ยท ฮ -0.42
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If VIAV hits $48 by Jun 19: the long straddle returns $-651 (-52.0%) on $1,251 risked, vs +$621 (14.9%) for 100 shares on $4,179. Options give 3.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if VIAV is at $48. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if VIAV hits $48 by Jun 19
$-651
-52.0% on $1,251 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,251
Both premiums paid
Break-even
$29.49
-29.43% from spot
Prob. of Target Hit
67%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
16.26 / -9.23 / 14.17
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 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $33 (-20%) | -$6 | -$146 | -$299 | -$394 |
| $36 (-15%) | -$65 | -$229 | -$423 | -$603 |
| $38 (-10%) | -$97 | -$281 | -$511 | -$812 |
| $40 (-5%) | -$103 | -$301 | -$558 | -$1,021 |
| $41 (-2%) | -$95 | -$299 | -$566 | -$1,146 |
| $42 (0%) โ spot | -$84 | -$292 | -$563 | -$1,230 |
| $43 (+2%) | -$70 | -$280 | -$554 | -$1,188 |
| $44 (+5%) | -$42 | -$254 | -$528 | -$1,063 |
| $46 (+10%) | +$21 | -$189 | -$457 | -$854 |
| $48 (+15%) โ target | +$102 | -$104 | -$357 | -$651 |
| $50 (+20%) | +$204 | +$7 | -$225 | -$436 |
Uses VIAV's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.