Target Price Playground
ZETA
$14.61
๐ข
ZETA IV: 74.0% โ LOW
(-35.4% vs 30d avg of 114.6%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $16 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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $14.61 ยท ฮ 1.00
SHORT CALL ยท $16 ยท Jun '26
Qty 1 ยท Premium $1.37 ยท ฮ 0.46
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ZETA hits $16 by Jun 19: the covered call returns +$276 (20.8%) on $1,324 risked, vs +$139 (9.5%) for 100 shares on $1,461. Options give 2.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ZETA is at $16. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ZETA hits $16 by Jun 19
+$276
+20.8% on $1,324 risked
Max Profit
+$276
If the stock โฅ $16 at expiry
Max Loss
โ$1,324
If stock โ $0 (minus premium received)
Break-even
$13.24
-9.37% from spot
Prob. of Target Hit
77%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
53.94 / 1.45 / -2.48
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
| ZETA Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $12 (-20%) | -$194 | -$176 | -$160 | -$155 |
| $12 (-15%) | -$139 | -$116 | -$93 | -$82 |
| $13 (-10%) | -$88 | -$60 | -$30 | -$9 |
| $14 (-5%) | -$41 | -$10 | +$27 | +$64 |
| $14 (-2%) | -$16 | +$18 | +$59 | +$108 |
| $15 (0%) โ spot | +$0 | +$35 | +$78 | +$137 |
| $15 (+2%) | +$15 | +$51 | +$96 | +$166 |
| $15 (+5%) | +$37 | +$74 | +$122 | +$210 |
| $16 (+10%) โ target | +$67 | +$105 | +$155 | +$276 |
| $17 (+15%) | +$99 | +$138 | +$187 | +$276 |
| $18 (+20%) | +$124 | +$162 | +$210 | +$276 |
Uses ZETA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.