Target Price Playground
VZ
$46.04
๐ข
VZ IV: 26.5% โ LOW
(-43.5% vs 30d avg of 46.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $44 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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $46 ยท Jul '26
Qty 1 ยท Premium $2.32 ยท ฮ -0.46
SHORT PUT ยท $44 ยท Jun '26
Qty 1 ยท Premium $0.84 ยท ฮ -0.28
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If VZ hits $44 by Jun 19: the diagonal put spread returns +$96 (64.7%) on $148 risked, vs $-204 (-4.4%) for 100 shares on $4,604. Options give 14.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if VZ is at $44. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if VZ hits $44 by Jun 19
+$96
+64.7% on $148 risked
Max Profit
+$95
If the stock price is favorable
Max Loss
โ$148
Worst-case within chart range
Break-even
$45.58
-1.01% from spot
Prob. of Target Hit
66%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-18.28 / -0.29 / 2.62
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
| VZ Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $37 (-20%) | +$35 | +$36 | +$36 | +$36 |
| $39 (-15%) | +$31 | +$36 | +$39 | +$37 |
| $41 (-10%) | +$17 | +$27 | +$39 | +$43 |
| $44 (-4%) โ target | -$12 | -$3 | +$12 | +$82 |
| $45 (-2%) | -$28 | -$22 | -$12 | +$9 |
| $46 (0%) โ spot | -$42 | -$39 | -$35 | -$39 |
| $47 (+2%) | -$56 | -$56 | -$58 | -$76 |
| $48 (+5%) | -$77 | -$81 | -$89 | -$113 |
| $51 (+10%) | -$105 | -$112 | -$124 | -$140 |
| $53 (+15%) | -$125 | -$132 | -$140 | -$147 |
| $55 (+20%) | -$137 | -$142 | -$146 | -$148 |
Uses VZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.