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 $280 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG CALL ยท $245 ยท Sep '26
Qty 1 ยท Premium $17.65 ยท ฮ 0.56
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If AMZN hits $280 by Sep 18: the long straddle returns +$185 (5.6%) on $3,315 risked, vs +$3,466 (14.1%) for 100 shares on $24,534. Options give 0.4ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if AMZN is at $280. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AMZN hits $280 by Sep 18
+$185
+5.6% on $3,315 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$3,315
Both premiums paid
Break-even
$278.15
+13.37% from spot
Prob. of Target Hit
39%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
10.58 / -24.4 / 84.33
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%) | +$1,675 | +$1,554 | +$1,504 | +$1,558 |
| $209 (-15%) | +$820 | +$565 | +$347 | +$331 |
| $221 (-10%) | +$209 | -$189 | -$639 | -$896 |
| $233 (-5%) | -$112 | -$621 | -$1,286 | -$2,122 |
| $240 (-2%) | -$157 | -$706 | -$1,450 | -$2,858 |
| $245 (0%) โ spot | -$126 | -$688 | -$1,455 | -$3,281 |
| $250 (+2%) | -$47 | -$613 | -$1,379 | -$2,790 |
| $258 (+5%) | +$155 | -$398 | -$1,122 | -$2,054 |
| $270 (+10%) | +$693 | +$198 | -$386 | -$828 |
| $280 (+14%) โ target | +$1,297 | +$871 | +$424 | +$185 |
| $294 (+20%) | +$2,347 | +$2,024 | +$1,743 | +$1,626 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.