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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $255 · Dec '26
Qty 1 · Premium $14.28 · Δ -0.43
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If AMZN hits $225 by Dec 18: the long put returns +$1,572 (110.1%) on $1,428 risked, vs $-3,129 (-12.2%) for 100 shares on $25,629. Options give 9.0× 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
+$1,572
+110.1% on $1,428 risked
Max Profit
+$24,072
If stock → $0
Max Loss
−$1,428
Premium paid
Break-even
$240.72
-6.08% from spot
Prob. of Target Hit
43%
IV-implied, 72d (rough)
Net Δ / Θ / V
-43.32 / -10.02 / 44.86
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%) | +$3,484 | +$3,472 | +$3,499 | +$3,569 |
| $218 (-15%) | +$2,382 | +$2,300 | +$2,246 | +$2,287 |
| $225 (-12%) ← target | +$1,823 | +$1,697 | +$1,579 | +$1,572 |
| $231 (-10%) | +$1,413 | +$1,253 | +$1,080 | +$1,006 |
| $243 (-5%) | +$602 | +$381 | +$95 | -$276 |
| $251 (-2%) | +$198 | -$44 | -$370 | -$1,044 |
| $256 (0%) ← spot | -$37 | -$286 | -$622 | -$1,428 |
| $261 (+2%) | -$247 | -$496 | -$828 | -$1,428 |
| $269 (+5%) | -$514 | -$754 | -$1,060 | -$1,428 |
| $282 (+10%) | -$852 | -$1,056 | -$1,284 | -$1,428 |
| $295 (+15%) | -$1,078 | -$1,235 | -$1,379 | -$1,428 |
| $308 (+20%) | -$1,222 | -$1,334 | -$1,414 | -$1,428 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.