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 $285 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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $255 · Dec '26
Qty 1 · Premium $17.76 · Δ 0.57
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If AMZN hits $285 by Dec 18: the long call returns +$1,224 (68.9%) on $1,776 risked, vs +$2,871 (11.2%) for 100 shares on $25,629. Options give 6.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AMZN is at $285. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AMZN hits $285 by Dec 18
+$1,224
+68.9% on $1,776 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$1,776
Premium paid
Break-even
$272.76
+6.43% from spot
Prob. of Target Hit
47%
IV-implied, 72d (rough)
Net Δ / Θ / V
57.28 / -12.13 / 44.82
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%) | -$1,636 | -$1,722 | -$1,771 | -$1,776 |
| $218 (-15%) | -$1,455 | -$1,612 | -$1,741 | -$1,776 |
| $231 (-10%) | -$1,144 | -$1,379 | -$1,627 | -$1,776 |
| $243 (-5%) | -$673 | -$968 | -$1,330 | -$1,776 |
| $251 (-2%) | -$308 | -$625 | -$1,026 | -$1,776 |
| $256 (0%) ← spot | -$31 | -$354 | -$765 | -$1,647 |
| $261 (+2%) | +$272 | -$51 | -$459 | -$1,134 |
| $269 (+5%) | +$773 | +$458 | +$77 | -$366 |
| $282 (+10%) | +$1,718 | +$1,438 | +$1,135 | +$916 |
| $285 (+11%) ← target | +$1,963 | +$1,694 | +$1,412 | +$1,224 |
| $295 (+15%) | +$2,773 | +$2,540 | +$2,321 | +$2,197 |
| $308 (+20%) | +$3,910 | +$3,724 | +$3,569 | +$3,479 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.