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 $130 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
@ $120.99 ยท ฮ 1.00
SHORT CALL ยท $130 ยท Jun '26
Qty 1 ยท Premium $10.1 ยท ฮ 0.44
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ZS hits $130 by Jun 19: the covered call returns +$1,911 (17.2%) on $11,089 risked, vs +$901 (7.4%) for 100 shares on $12,099. Options give 2.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ZS is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ZS hits $130 by Jun 19
+$1,911
+17.2% on $11,089 risked
Max Profit
+$1,911
If the stock โฅ $130 at expiry
Max Loss
โ$11,089
If stock โ $0 (minus premium received)
Break-even
$110.89
-8.35% from spot
Prob. of Target Hit
78%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
56.4 / 11.36 / -20.99
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%) | -$1,636 | -$1,523 | -$1,433 | -$1,410 |
| $103 (-15%) | -$1,158 | -$1,007 | -$865 | -$805 |
| $109 (-10%) | -$721 | -$533 | -$331 | -$200 |
| $115 (-5%) | -$328 | -$107 | +$153 | +$405 |
| $119 (-2%) | -$114 | +$124 | +$414 | +$768 |
| $121 (0%) โ spot | +$20 | +$267 | +$574 | +$1,010 |
| $123 (+2%) | +$147 | +$401 | +$723 | +$1,252 |
| $127 (+5%) | +$325 | +$588 | +$924 | +$1,615 |
| $130 (+7%) โ target | +$458 | +$726 | +$1,069 | +$1,911 |
| $133 (+10%) | +$587 | +$857 | +$1,202 | +$1,911 |
| $139 (+15%) | +$810 | +$1,078 | +$1,414 | +$1,911 |
| $145 (+20%) | +$998 | +$1,257 | +$1,569 | +$1,911 |
Uses ZS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.