Target Price Playground
AMGN
$363.39
๐ข
AMGN IV: 29.2% โ LOW
(-48.9% vs 30d avg of 57.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $405 by Sep 18
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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $363.39 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AMGN hits $405 by Sep 18: the long stock returns +$4,161 (11.5%) on $36,339 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if AMGN hits $405 by Sep 18
+$4,161
+11.5% on $36,339 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$36,339
If stock โ $0
Break-even
$363.39
+0.0% from spot
Prob. of Target Hit
38%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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
| AMGN Price | Today | Aug 11 | Sep 10 (exp) |
|---|---|---|---|
| $291 (-20%) | -$7,268 | -$7,268 | -$7,268 |
| $309 (-15%) | -$5,451 | -$5,451 | -$5,451 |
| $327 (-10%) | -$3,634 | -$3,634 | -$3,634 |
| $345 (-5%) | -$1,817 | -$1,817 | -$1,817 |
| $356 (-2%) | -$727 | -$727 | -$727 |
| $363 (0%) โ spot | +$0 | +$0 | +$0 |
| $371 (+2%) | +$727 | +$727 | +$727 |
| $382 (+5%) | +$1,817 | +$1,817 | +$1,817 |
| $400 (+10%) | +$3,634 | +$3,634 | +$3,634 |
| $405 (+11%) โ target | +$4,161 | +$4,161 | +$4,161 |
| $418 (+15%) | +$5,451 | +$5,451 | +$5,451 |
| $436 (+20%) | +$7,268 | +$7,268 | +$7,268 |
Uses AMGN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.