Target Price Playground
ZS
$120.99
๐ข
ZS IV: 59.7% โ LOW
(-20.2% vs 30d avg of 74.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $135 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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $120 ยท Jun '26
Qty 1 ยท Premium $13.95 ยท ฮ 0.54
SHORT CALL ยท $130 ยท Jun '26
Qty 1 ยท Premium $10.1 ยท ฮ 0.44
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If ZS hits $135 by Jun 19: the bull call spread returns +$615 (159.7%) on $385 risked, vs +$1,401 (11.6%) for 100 shares on $12,099. Options give 13.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ZS is at $135. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ZS hits $135 by Jun 19
+$615
+159.7% on $385 risked
Max Profit
+$615
If the stock โฅ $130 at expiry
Max Loss
โ$385
Net debit
Break-even
$123.85
+2.36% from spot
Prob. of Target Hit
67%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
9.98 / -0.02 / -0.93
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
| ZS Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $97 (-20%) | -$238 | -$276 | -$336 | -$385 |
| $103 (-15%) | -$181 | -$217 | -$284 | -$385 |
| $109 (-10%) | -$116 | -$145 | -$206 | -$385 |
| $115 (-5%) | -$48 | -$64 | -$105 | -$385 |
| $119 (-2%) | -$5 | -$13 | -$37 | -$385 |
| $121 (0%) โ spot | +$23 | +$22 | +$10 | -$286 |
| $123 (+2%) | +$51 | +$56 | +$58 | -$44 |
| $127 (+5%) | +$93 | +$107 | +$130 | +$319 |
| $133 (+10%) | +$161 | +$189 | +$243 | +$615 |
| $135 (+12%) โ target | +$181 | +$214 | +$276 | +$615 |
| $139 (+15%) | +$224 | +$265 | +$341 | +$615 |
| $145 (+20%) | +$281 | +$331 | +$421 | +$615 |
Uses ZS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.