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 $235 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG PUT ยท $245 ยท Oct '26
Qty 1 ยท Premium $17.59 ยท ฮ -0.44
SHORT PUT ยท $235 ยท Sep '26
Qty 1 ยท Premium $11.05 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If AMZN hits $235 by Sep 18: the diagonal put spread returns +$869 (132.9%) on $654 risked, vs $-1,034 (-4.2%) for 100 shares on $24,534. Options give 31.6ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if AMZN is at $235. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AMZN hits $235 by Sep 18
+$869
+132.9% on $654 risked
Max Profit
+$843
If the stock price is favorable
Max Loss
โ$649
Worst-case within chart range
Break-even
$253.01
+3.13% from spot
Prob. of Target Hit
80%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-9.04 / 1.43 / 8.82
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%) | +$291 | +$314 | +$321 | +$277 |
| $209 (-15%) | +$275 | +$319 | +$369 | +$331 |
| $221 (-10%) | +$230 | +$289 | +$386 | +$482 |
| $235 (-4%) โ target | +$141 | +$197 | +$305 | +$872 |
| $240 (-2%) | +$98 | +$147 | +$241 | +$558 |
| $245 (0%) โ spot | +$56 | +$96 | +$171 | +$313 |
| $250 (+2%) | +$11 | +$42 | +$93 | +$105 |
| $258 (+5%) | -$58 | -$44 | -$32 | -$142 |
| $270 (+10%) | -$173 | -$188 | -$232 | -$409 |
| $282 (+15%) | -$281 | -$316 | -$392 | -$548 |
| $294 (+20%) | -$375 | -$421 | -$503 | -$612 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.