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 $41 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $46 ยท Jun '26
Qty 1 ยท Premium $1.63 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If VZ hits $41 by Jun 19: the long put returns +$337 (207.3%) on $163 risked, vs $-504 (-10.9%) for 100 shares on $4,604. Options give 19.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if VZ is at $41. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if VZ hits $41 by Jun 19
+$337
+207.3% on $163 risked
Max Profit
+$4,437
If stock โ $0
Max Loss
โ$163
Premium paid
Break-even
$44.37
-3.62% from spot
Prob. of Target Hit
27%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-44.38 / -1.09 / 7.79
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%) | +$719 | +$729 | +$741 | +$754 |
| $39 (-15%) | +$498 | +$502 | +$511 | +$524 |
| $41 (-11%) โ target | +$331 | +$327 | +$327 | +$337 |
| $44 (-5%) | +$125 | +$105 | +$81 | +$63 |
| $45 (-2%) | +$44 | +$19 | -$15 | -$75 |
| $46 (0%) โ spot | -$0 | -$27 | -$64 | -$163 |
| $47 (+2%) | -$38 | -$64 | -$100 | -$163 |
| $48 (+5%) | -$81 | -$105 | -$135 | -$163 |
| $51 (+10%) | -$126 | -$143 | -$158 | -$163 |
| $53 (+15%) | -$148 | -$157 | -$162 | -$163 |
| $55 (+20%) | -$158 | -$162 | -$163 | -$163 |
Uses VZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.