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 $295 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $255 · Dec '26
Qty 1 · Premium $17.76 · Δ 0.57
LONG PUT · $255 · Dec '26
Qty 1 · Premium $14.28 · Δ -0.43
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If AMZN hits $295 by Dec 18: the long straddle returns +$796 (24.8%) on $3,204 risked, vs +$3,871 (15.1%) for 100 shares on $25,629. Options give 1.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AMZN is at $295. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AMZN hits $295 by Dec 18
+$796
+24.8% on $3,204 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$3,204
Both premiums paid
Break-even
$287.04
+12.0% from spot
Prob. of Target Hit
33%
IV-implied, 72d (rough)
Net Δ / Θ / V
13.96 / -22.15 / 89.68
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%) | +$1,848 | +$1,750 | +$1,728 | +$1,793 |
| $218 (-15%) | +$927 | +$688 | +$505 | +$511 |
| $231 (-10%) | +$268 | -$126 | -$548 | -$770 |
| $243 (-5%) | -$71 | -$587 | -$1,235 | -$2,052 |
| $251 (-2%) | -$110 | -$669 | -$1,396 | -$2,820 |
| $256 (0%) ← spot | -$69 | -$640 | -$1,387 | -$3,075 |
| $261 (+2%) | +$25 | -$547 | -$1,288 | -$2,562 |
| $269 (+5%) | +$259 | -$296 | -$983 | -$1,794 |
| $282 (+10%) | +$866 | +$382 | -$149 | -$512 |
| $295 (+15%) ← target | +$1,715 | +$1,326 | +$966 | +$796 |
| $308 (+20%) | +$2,687 | +$2,390 | +$2,155 | +$2,051 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.