Target Price Playground

Templates Custom Builder LEAP Simulator
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 $270 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $235 · Dec '26
Qty 1 · Premium $6.5 · Δ -0.25
P&L at Expiry Now $256 Target $270 $179 $256 $333
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If AMZN hits $270 by Dec 18: the cash-secured put returns +$650 (2.8%) on $-650 credit (max loss $22,850), vs +$1,371 (5.3%) for 100 shares on $25,629. Options give 0.5× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 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.

📊 Projected Return

P&L if AMZN hits $270 by Dec 18
+$650
+2.8% on $22,850 max loss
Max Profit
+$650
If the stock ≥ $235 at expiry
Max Loss
−$22,850
If stock → $0 after assignment
Break-even
$228.50
-10.84% from spot
Prob. of Target Hit
73%
IV-implied, 72d (rough)
Net Δ / Θ / V
24.55 / 8.2 / -36.79
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

AMZN Price Today Oct 31 Nov 24 Dec 18 (exp)
$205 (-20%) -$2,523 -$2,421 -$2,334 -$2,347
$218 (-15%) -$1,615 -$1,439 -$1,229 -$1,065
$231 (-10%) -$888 -$667 -$369 +$216
$243 (-5%) -$343 -$116 +$184 +$650
$251 (-2%) -$97 +$117 +$383 +$650
$256 (0%) ← spot +$38 +$238 +$472 +$650
$261 (+2%) +$153 +$336 +$535 +$650
$270 (+5%) ← target +$304 +$455 +$598 +$650
$282 (+10%) +$447 +$555 +$634 +$650
$295 (+15%) +$540 +$609 +$646 +$650
$308 (+20%) +$592 +$633 +$649 +$650
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.