Target Price Playground
AMZN
$256.29
๐ข
AMZN IV: 34.1% โ LOW
(-25.4% vs 30d avg of 45.7%)
Options are cheap vs 30d avg โ 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
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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
72d from today
โ๏ธ Legs
LONG 100 SHARES
@ $256.29 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AMZN hits $285 by Dec 18: the long stock returns +$2,871 (11.2%) on $25,629 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if AMZN hits $285 by Dec 18
+$2,871
+11.2% on $25,629 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$25,629
If stock โ $0
Break-even
$256.29
+0.0% from spot
Prob. of Target Hit
47%
IV-implied, 72d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 | Nov 6 | Dec 6 (exp) |
|---|---|---|---|
| $205 (-20%) | -$5,126 | -$5,126 | -$5,126 |
| $218 (-15%) | -$3,844 | -$3,844 | -$3,844 |
| $231 (-10%) | -$2,563 | -$2,563 | -$2,563 |
| $243 (-5%) | -$1,281 | -$1,281 | -$1,281 |
| $251 (-2%) | -$513 | -$513 | -$513 |
| $256 (0%) โ spot | +$0 | +$0 | +$0 |
| $261 (+2%) | +$513 | +$513 | +$513 |
| $269 (+5%) | +$1,281 | +$1,281 | +$1,281 |
| $282 (+10%) | +$2,563 | +$2,563 | +$2,563 |
| $285 (+11%) โ target | +$2,871 | +$2,871 | +$2,871 |
| $295 (+15%) | +$3,844 | +$3,844 | +$3,844 |
| $308 (+20%) | +$5,126 | +$5,126 | +$5,126 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.