Target Price Playground
AMZN
$245.34
๐ข
AMZN IV: 37.4% โ LOW
(-32.3% vs 30d avg of 55.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $215 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG PUT ยท $245 ยท Sep '26
Qty 1 ยท Premium $15.5 ยท ฮ -0.45
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If AMZN hits $215 by Sep 18: the long put returns +$1,450 (93.5%) on $1,550 risked, vs $-3,034 (-12.4%) for 100 shares on $24,534. Options give 7.5ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if AMZN is at $215. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AMZN hits $215 by Sep 18
+$1,450
+93.5% on $1,550 risked
Max Profit
+$22,950
If stock โ $0
Max Loss
โ$1,550
Premium paid
Break-even
$229.50
-6.46% from spot
Prob. of Target Hit
45%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-44.96 / -11.04 / 42.17
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
| AMZN Price | Today | Aug 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $196 (-20%) | +$3,279 | +$3,252 | +$3,261 | +$3,323 |
| $209 (-15%) | +$2,238 | +$2,144 | +$2,069 | +$2,096 |
| $215 (-12%) โ target | +$1,737 | +$1,605 | +$1,471 | +$1,450 |
| $221 (-10%) | +$1,319 | +$1,153 | +$963 | +$869 |
| $233 (-5%) | +$546 | +$324 | +$26 | -$357 |
| $240 (-2%) | +$155 | -$86 | -$424 | -$1,093 |
| $245 (0%) โ spot | -$75 | -$323 | -$672 | -$1,550 |
| $250 (+2%) | -$281 | -$531 | -$879 | -$1,550 |
| $258 (+5%) | -$548 | -$791 | -$1,119 | -$1,550 |
| $270 (+10%) | -$892 | -$1,106 | -$1,364 | -$1,550 |
| $282 (+15%) | -$1,131 | -$1,304 | -$1,479 | -$1,550 |
| $294 (+20%) | -$1,292 | -$1,420 | -$1,526 | -$1,550 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.