Target Price Playground
AMZN
$256.29
🟢
AMZN IV: 34.1% — LOW
(-25.4% vs 30d avg of 45.7%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $285 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $255 · Dec '26
Qty 1 · Premium $17.76 · Δ 0.57
SHORT CALL · $275 · Dec '26
Qty 1 · Premium $9.52 · Δ 0.38
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If AMZN hits $285 by Dec 18: the bull call spread returns +$1,176 (142.7%) on $824 risked, vs +$2,871 (11.2%) for 100 shares on $25,629. Options give 12.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AMZN is at $285. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AMZN hits $285 by Dec 18
+$1,176
+142.7% on $824 risked
Max Profit
+$1,176
If the stock ≥ $275 at expiry
Max Loss
−$824
Net debit
Break-even
$263.24
+2.71% from spot
Prob. of Target Hit
47%
IV-implied, 72d (rough)
Net Δ / Θ / V
19.51 / -0.81 / 3.05
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| AMZN Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $205 (-20%) | -$730 | -$781 | -$819 | -$824 |
| $218 (-15%) | -$624 | -$703 | -$793 | -$824 |
| $231 (-10%) | -$465 | -$555 | -$697 | -$824 |
| $243 (-5%) | -$255 | -$329 | -$474 | -$824 |
| $251 (-2%) | -$113 | -$164 | -$273 | -$824 |
| $256 (0%) ← spot | -$15 | -$46 | -$117 | -$695 |
| $261 (+2%) | +$84 | +$75 | +$49 | -$182 |
| $269 (+5%) | +$231 | +$255 | +$299 | +$586 |
| $282 (+10%) | +$461 | +$531 | +$667 | +$1,176 |
| $285 (+11%) ← target | +$512 | +$590 | +$740 | +$1,176 |
| $295 (+15%) | +$658 | +$754 | +$922 | +$1,176 |
| $308 (+20%) | +$814 | +$917 | +$1,065 | +$1,176 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.