Target Price Playground
AMGN
$402.60
๐ข
AMGN IV: 29.3% โ LOW
(-49.4% vs 30d avg of 57.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $450 by Dec 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
72d from today
โ๏ธ Legs
LONG 100 SHARES
@ $402.6 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AMGN hits $450 by Dec 18: the long stock returns +$4,740 (11.8%) on $40,260 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if AMGN hits $450 by Dec 18
+$4,740
+11.8% on $40,260 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$40,260
If stock โ $0
Break-even
$402.60
+0.0% from spot
Prob. of Target Hit
41%
IV-implied, 72d (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 | Nov 6 | Dec 6 (exp) |
|---|---|---|---|
| $322 (-20%) | -$8,052 | -$8,052 | -$8,052 |
| $342 (-15%) | -$6,039 | -$6,039 | -$6,039 |
| $362 (-10%) | -$4,026 | -$4,026 | -$4,026 |
| $382 (-5%) | -$2,013 | -$2,013 | -$2,013 |
| $395 (-2%) | -$805 | -$805 | -$805 |
| $403 (0%) โ spot | +$0 | +$0 | +$0 |
| $411 (+2%) | +$805 | +$805 | +$805 |
| $423 (+5%) | +$2,013 | +$2,013 | +$2,013 |
| $443 (+10%) | +$4,026 | +$4,026 | +$4,026 |
| $450 (+12%) โ target | +$4,740 | +$4,740 | +$4,740 |
| $463 (+15%) | +$6,039 | +$6,039 | +$6,039 |
| $483 (+20%) | +$8,052 | +$8,052 | +$8,052 |
Uses AMGN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.