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 $17 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 $15 ยท Jun '26
Qty 1 ยท Premium $1.96 ยท ฮ 0.58
LONG PUT ยท $15 ยท Jun '26
Qty 1 ยท Premium $1.73 ยท ฮ -0.42
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If ZETA hits $17 by Jun 19: the long straddle returns $-118 (-32.1%) on $368 risked, vs +$239 (16.4%) for 100 shares on $1,461. Options give 2.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ZETA is at $17. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ZETA hits $17 by Jun 19
$-118
-32.1% on $368 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$368
Both premiums paid
Break-even
$18.18
+24.46% from spot
Prob. of Target Hit
61%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
16.57 / -2.7 / 4.89
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%) | +$28 | -$15 | -$61 | -$88 |
| $12 (-15%) | +$6 | -$46 | -$106 | -$161 |
| $13 (-10%) | -$6 | -$64 | -$137 | -$234 |
| $14 (-5%) | -$8 | -$71 | -$153 | -$307 |
| $14 (-2%) | -$5 | -$70 | -$154 | -$351 |
| $15 (0%) โ spot | -$1 | -$66 | -$152 | -$358 |
| $15 (+2%) | +$5 | -$61 | -$147 | -$329 |
| $15 (+5%) | +$16 | -$51 | -$136 | -$285 |
| $16 (+10%) | +$40 | -$25 | -$106 | -$212 |
| $17 (+15%) | +$72 | +$10 | -$65 | -$139 |
| $17 (+16%) โ target | +$82 | +$20 | -$52 | -$119 |
| $18 (+20%) | +$110 | +$51 | -$15 | -$66 |
Uses ZETA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.