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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If ZS hits $135 by Jun 19: the long call returns +$105 (7.5%) on $1,395 risked, vs +$1,401 (11.6%) for 100 shares on $12,099. Options give 0.6ร 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
+$105
+7.5% on $1,395 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$1,395
Premium paid
Break-even
$133.95
+10.71% from spot
Prob. of Target Hit
67%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
53.59 / -11.38 / 20.07
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%) | -$1,022 | -$1,173 | -$1,322 | -$1,395 |
| $103 (-15%) | -$837 | -$1,025 | -$1,234 | -$1,395 |
| $109 (-10%) | -$605 | -$822 | -$1,085 | -$1,395 |
| $115 (-5%) | -$324 | -$562 | -$863 | -$1,395 |
| $119 (-2%) | -$134 | -$378 | -$693 | -$1,395 |
| $121 (0%) โ spot | +$3 | -$245 | -$563 | -$1,296 |
| $123 (+2%) | +$146 | -$103 | -$422 | -$1,054 |
| $127 (+5%) | +$374 | +$125 | -$189 | -$691 |
| $133 (+10%) | +$784 | +$542 | +$250 | -$86 |
| $135 (+12%) โ target | +$921 | +$683 | +$400 | +$105 |
| $139 (+15%) | +$1,229 | +$1,001 | +$742 | +$519 |
| $145 (+20%) | +$1,703 | +$1,494 | +$1,272 | +$1,124 |
Uses ZS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.