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 $275 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $245.34 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AMZN hits $275 by Sep 18: the long stock returns +$2,966 (12.1%) on $24,534 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if AMZN hits $275 by Sep 18
+$2,966
+12.1% on $24,534 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$24,534
If stock โ $0
Break-even
$245.34
+0.0% from spot
Prob. of Target Hit
46%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 11 | Sep 10 (exp) |
|---|---|---|---|
| $196 (-20%) | -$4,907 | -$4,907 | -$4,907 |
| $209 (-15%) | -$3,680 | -$3,680 | -$3,680 |
| $221 (-10%) | -$2,453 | -$2,453 | -$2,453 |
| $233 (-5%) | -$1,227 | -$1,227 | -$1,227 |
| $240 (-2%) | -$491 | -$491 | -$491 |
| $245 (0%) โ spot | +$0 | +$0 | +$0 |
| $250 (+2%) | +$491 | +$491 | +$491 |
| $258 (+5%) | +$1,227 | +$1,227 | +$1,227 |
| $270 (+10%) | +$2,453 | +$2,453 | +$2,453 |
| $275 (+12%) โ target | +$2,966 | +$2,966 | +$2,966 |
| $282 (+15%) | +$3,680 | +$3,680 | +$3,680 |
| $294 (+20%) | +$4,907 | +$4,907 | +$4,907 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.