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
Moderately bearish. Debit, capped max profit + 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
SHORT PUT ยท $225 ยท Sep '26
Qty 1 ยท Premium $7.45 ยท ฮ -0.26
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If AMZN hits $215 by Sep 18: the bear put spread returns +$1,195 (148.4%) on $805 risked, vs $-3,034 (-12.4%) for 100 shares on $24,534. Options give 12.0ร 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
+$1,195
+148.4% on $805 risked
Max Profit
+$1,195
If the stock โค $225 at expiry
Max Loss
โ$805
Net debit
Break-even
$236.95
-3.42% from spot
Prob. of Target Hit
45%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-18.48 / -1.73 / 7.44
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%) | +$916 | +$1,004 | +$1,125 | +$1,195 |
| $209 (-15%) | +$729 | +$815 | +$971 | +$1,195 |
| $215 (-12%) โ target | +$612 | +$685 | +$832 | +$1,195 |
| $221 (-10%) | +$498 | +$554 | +$674 | +$1,195 |
| $233 (-5%) | +$249 | +$255 | +$270 | +$388 |
| $240 (-2%) | +$100 | +$75 | +$20 | -$348 |
| $245 (0%) โ spot | +$5 | -$39 | -$135 | -$805 |
| $250 (+2%) | -$86 | -$147 | -$275 | -$805 |
| $258 (+5%) | -$212 | -$292 | -$449 | -$805 |
| $270 (+10%) | -$389 | -$484 | -$642 | -$805 |
| $282 (+15%) | -$526 | -$617 | -$740 | -$805 |
| $294 (+20%) | -$624 | -$701 | -$782 | -$805 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.