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 $280 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
Own stock + buy put as insurance against downside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $256.29 · Δ 1.00
LONG PUT · $245 · Dec '26
Qty 1 · Premium $9.85 · Δ -0.34
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If AMZN hits $280 by Dec 18: the protective put returns +$1,386 (5.2%) on $26,614 risked, vs +$2,371 (9.3%) for 100 shares on $25,629. Options give 0.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AMZN is at $280. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AMZN hits $280 by Dec 18
+$1,386
+5.2% on $26,614 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$2,114
Put floors you at $245
Break-even
$266.14
+3.84% from spot
Prob. of Target Hit
55%
IV-implied, 72d (rough)
Net Δ / Θ / V
66.5 / -9.45 / 43.45
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%) | -$2,095 | -$2,149 | -$2,168 | -$2,114 |
| $218 (-15%) | -$1,830 | -$1,961 | -$2,091 | -$2,114 |
| $231 (-10%) | -$1,407 | -$1,606 | -$1,856 | -$2,114 |
| $243 (-5%) | -$806 | -$1,042 | -$1,361 | -$2,114 |
| $251 (-2%) | -$363 | -$602 | -$922 | -$1,498 |
| $256 (0%) ← spot | -$34 | -$268 | -$572 | -$985 |
| $261 (+2%) | +$319 | +$95 | -$184 | -$472 |
| $269 (+5%) | +$889 | +$687 | +$456 | +$296 |
| $280 (+9%) ← target | +$1,770 | +$1,607 | +$1,449 | +$1,386 |
| $295 (+15%) | +$3,063 | +$2,954 | +$2,874 | +$2,859 |
| $308 (+20%) | +$4,255 | +$4,183 | +$4,145 | +$4,141 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.