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 $52 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
@ $46.04 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If VZ hits $52 by Jun 19: the long stock returns +$596 (12.9%) on $4,604 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 VZ hits $52 by Jun 19
+$596
+12.9% on $4,604 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$4,604
If stock โ $0
Break-even
$46.04
+0.0% from spot
Prob. of Target Hit
20%
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
| VZ Price | Today | May 13 | Jun 12 (exp) |
|---|---|---|---|
| $37 (-20%) | -$921 | -$921 | -$921 |
| $39 (-15%) | -$691 | -$691 | -$691 |
| $41 (-10%) | -$460 | -$460 | -$460 |
| $44 (-5%) | -$230 | -$230 | -$230 |
| $45 (-2%) | -$92 | -$92 | -$92 |
| $46 (0%) โ spot | +$0 | +$0 | +$0 |
| $47 (+2%) | +$92 | +$92 | +$92 |
| $48 (+5%) | +$230 | +$230 | +$230 |
| $51 (+10%) | +$460 | +$460 | +$460 |
| $52 (+13%) โ target | +$596 | +$596 | +$596 |
| $53 (+15%) | +$691 | +$691 | +$691 |
| $55 (+20%) | +$921 | +$921 | +$921 |
Uses VZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.