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 $270 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
Own stock + buy put as insurance against downside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $245.34 ยท ฮ 1.00
LONG PUT ยท $235 ยท Sep '26
Qty 1 ยท Premium $11.05 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If AMZN hits $270 by Sep 18: the protective put returns +$1,361 (5.3%) on $25,639 risked, vs +$2,466 (10.1%) for 100 shares on $24,534. Options give 0.5ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if AMZN is at $270. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AMZN hits $270 by Sep 18
+$1,361
+5.3% on $25,639 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$2,139
Put floors you at $235
Break-even
$256.39
+4.5% from spot
Prob. of Target Hit
54%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
64.7 / -10.33 / 40.92
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%) | -$2,071 | -$2,140 | -$2,181 | -$2,139 |
| $209 (-15%) | -$1,802 | -$1,943 | -$2,094 | -$2,139 |
| $221 (-10%) | -$1,388 | -$1,590 | -$1,855 | -$2,139 |
| $233 (-5%) | -$814 | -$1,050 | -$1,381 | -$2,139 |
| $240 (-2%) | -$394 | -$634 | -$967 | -$1,596 |
| $245 (0%) โ spot | -$84 | -$320 | -$641 | -$1,105 |
| $250 (+2%) | +$248 | +$20 | -$280 | -$614 |
| $258 (+5%) | +$783 | +$574 | +$318 | +$122 |
| $270 (+10%) โ target | +$1,772 | +$1,605 | +$1,433 | +$1,361 |
| $282 (+15%) | +$2,825 | +$2,701 | +$2,599 | +$2,575 |
| $294 (+20%) | +$3,949 | +$3,864 | +$3,809 | +$3,802 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.