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 $14 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 $15 ยท Jul '26
Qty 1 ยท Premium $2.05 ยท ฮ -0.4
SHORT PUT ยท $14 ยท Jun '26
Qty 1 ยท Premium $1.47 ยท ฮ -0.37
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If ZETA hits $14 by Jun 19: the diagonal put spread returns +$83 (143.7%) on $58 risked, vs $-61 (-4.2%) for 100 shares on $1,461. Options give 34.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ZETA is at $14. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ZETA hits $14 by Jun 19
+$83
+143.7% on $58 risked
Max Profit
+$81
If the stock price is favorable
Max Loss
โ$43
Worst-case within chart range
Break-even
$16.18
+10.75% from spot
Prob. of Target Hit
90%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-3.0 / 0.2 / 0.52
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%) | +$3 | +$7 | +$12 | +$8 |
| $12 (-15%) | +$3 | +$8 | +$17 | +$24 |
| $13 (-10%) | +$3 | +$9 | +$19 | +$47 |
| $14 (-4%) โ target | +$1 | +$7 | +$18 | +$83 |
| $14 (-2%) | +$1 | +$6 | +$17 | +$67 |
| $15 (0%) โ spot | -$0 | +$5 | +$16 | +$54 |
| $15 (+2%) | -$1 | +$4 | +$14 | +$42 |
| $15 (+5%) | -$3 | +$2 | +$11 | +$25 |
| $16 (+10%) | -$6 | -$2 | +$4 | +$3 |
| $17 (+15%) | -$9 | -$6 | -$4 | -$14 |
| $18 (+20%) | -$12 | -$11 | -$11 | -$27 |
Uses ZETA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.