Target Price Playground
ZS
$118.05
๐ข
ZS IV: 59.7% โ LOW
(-20.3% 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 $110 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 $120 ยท Jul '26
Qty 1 ยท Premium $15.88 ยท ฮ -0.44
SHORT PUT ยท $110 ยท Jun '26
Qty 1 ยท Premium $11.0 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If ZS hits $110 by Jun 19: the diagonal put spread returns +$902 (184.8%) on $488 risked, vs $-805 (-6.8%) for 100 shares on $11,805. Options give 27.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ZS is at $110. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ZS hits $110 by Jun 19
+$902
+184.8% on $488 risked
Max Profit
+$897
If the stock price is favorable
Max Loss
โ$396
Worst-case within chart range
Break-even
$129.38
+9.6% from spot
Prob. of Target Hit
81%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-7.82 / 2.62 / 4.64
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) |
|---|---|---|---|---|
| $94 (-20%) | +$431 | +$475 | +$538 | +$556 |
| $100 (-15%) | +$395 | +$444 | +$525 | +$643 |
| $106 (-10%) | +$350 | +$398 | +$485 | +$783 |
| $110 (-7%) โ target | +$318 | +$362 | +$445 | +$903 |
| $112 (-5%) | +$297 | +$339 | +$417 | +$768 |
| $116 (-2%) | +$263 | +$298 | +$364 | +$566 |
| $118 (0%) โ spot | +$239 | +$269 | +$325 | +$444 |
| $120 (+2%) | +$214 | +$239 | +$284 | +$333 |
| $124 (+5%) | +$176 | +$193 | +$219 | +$186 |
| $130 (+10%) | +$113 | +$114 | +$108 | -$14 |
| $136 (+15%) | +$50 | +$36 | +$2 | -$163 |
| $142 (+20%) | -$11 | -$38 | -$95 | -$269 |
Uses ZS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.