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 $53 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 $46 ยท Jun '26
Qty 1 ยท Premium $2.05 ยท ฮ 0.56
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If VZ hits $53 by Jun 19: the long straddle returns +$333 (90.6%) on $367 risked, vs +$696 (15.1%) for 100 shares on $4,604. Options give 6.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if VZ is at $53. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if VZ hits $53 by Jun 19
+$333
+90.6% on $367 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$367
Both premiums paid
Break-even
$49.67
+7.89% from spot
Prob. of Target Hit
13%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.23 / -2.73 / 15.58
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%) | +$516 | +$524 | +$536 | +$549 |
| $39 (-15%) | +$304 | +$301 | +$306 | +$319 |
| $41 (-10%) | +$128 | +$102 | +$84 | +$88 |
| $44 (-5%) | +$20 | -$33 | -$93 | -$142 |
| $45 (-2%) | -$4 | -$67 | -$147 | -$280 |
| $46 (0%) โ spot | -$1 | -$67 | -$153 | -$364 |
| $47 (+2%) | +$17 | -$49 | -$134 | -$272 |
| $48 (+5%) | +$68 | +$7 | -$65 | -$134 |
| $51 (+10%) | +$208 | +$162 | +$120 | +$96 |
| $53 (+15%) โ target | +$399 | +$369 | +$346 | +$332 |
| $55 (+20%) | +$606 | +$585 | +$570 | +$557 |
Uses VZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.