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 $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
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 $130 by Jun 19: the long call returns $-395 (-28.3%) on $1,395 risked, vs +$1,195 (10.1%) for 100 shares on $11,805. Options give 2.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ZS is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ZS hits $130 by Jun 19
$-395
-28.3% on $1,395 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$1,395
Premium paid
Break-even
$133.95
+13.47% from spot
Prob. of Target Hit
72%
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) |
|---|---|---|---|---|
| $94 (-20%) | -$1,060 | -$1,203 | -$1,338 | -$1,395 |
| $100 (-15%) | -$894 | -$1,073 | -$1,267 | -$1,395 |
| $106 (-10%) | -$683 | -$894 | -$1,144 | -$1,395 |
| $112 (-5%) | -$428 | -$663 | -$957 | -$1,395 |
| $116 (-2%) | -$253 | -$498 | -$811 | -$1,395 |
| $118 (0%) โ spot | -$128 | -$378 | -$699 | -$1,395 |
| $120 (+2%) | +$4 | -$250 | -$575 | -$1,354 |
| $124 (+5%) | +$213 | -$42 | -$369 | -$1,000 |
| $130 (+10%) โ target | +$603 | +$351 | +$37 | -$395 |
| $136 (+15%) | +$1,008 | +$766 | +$477 | +$181 |
| $142 (+20%) | +$1,453 | +$1,226 | +$971 | +$771 |
Uses ZS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.