Target Price Playground
AMZN
$256.29
🟢
AMZN IV: 34.1% — LOW
(-25.4% vs 30d avg of 45.7%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $225 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $255 · Dec '26
Qty 1 · Premium $14.28 · Δ -0.43
SHORT PUT · $235 · Dec '26
Qty 1 · Premium $6.5 · Δ -0.25
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If AMZN hits $225 by Dec 18: the bear put spread returns +$1,222 (157.1%) on $778 risked, vs $-3,129 (-12.2%) for 100 shares on $25,629. Options give 12.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AMZN is at $225. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AMZN hits $225 by Dec 18
+$1,222
+157.1% on $778 risked
Max Profit
+$1,222
If the stock ≤ $235 at expiry
Max Loss
−$778
Net debit
Break-even
$247.22
-3.54% from spot
Prob. of Target Hit
43%
IV-implied, 72d (rough)
Net Δ / Θ / V
-18.77 / -1.82 / 8.07
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| AMZN Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $205 (-20%) | +$961 | +$1,051 | +$1,164 | +$1,222 |
| $218 (-15%) | +$768 | +$861 | +$1,018 | +$1,222 |
| $225 (-12%) ← target | +$637 | +$716 | +$867 | +$1,222 |
| $231 (-10%) | +$525 | +$586 | +$711 | +$1,222 |
| $243 (-5%) | +$258 | +$265 | +$279 | +$374 |
| $251 (-2%) | +$101 | +$73 | +$13 | -$394 |
| $256 (0%) ← spot | +$1 | -$48 | -$150 | -$778 |
| $261 (+2%) | -$94 | -$160 | -$294 | -$778 |
| $269 (+5%) | -$225 | -$309 | -$468 | -$778 |
| $282 (+10%) | -$405 | -$501 | -$650 | -$778 |
| $295 (+15%) | -$538 | -$627 | -$733 | -$778 |
| $308 (+20%) | -$630 | -$701 | -$764 | -$778 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.