Target Price Playground
AMZN
$245.34
๐ข
AMZN IV: 37.4% โ LOW
(-32.3% vs 30d avg of 55.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $265 by Sep 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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
69d from today
โ๏ธ Legs
LONG 100 SHARES
@ $245.34 ยท ฮ 1.00
SHORT CALL ยท $265 ยท Sep '26
Qty 1 ยท Premium $9.7 ยท ฮ 0.37
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If AMZN hits $265 by Sep 18: the covered call returns +$2,936 (12.5%) on $23,564 risked, vs +$1,966 (8.0%) for 100 shares on $24,534. Options give 1.6ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (69 days out). P&L shown is the value at expiry if AMZN is at $265. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AMZN hits $265 by Sep 18
+$2,936
+12.5% on $23,564 risked
Max Profit
+$2,936
If the stock โฅ $265 at expiry
Max Loss
โ$23,564
If stock โ $0 (minus premium received)
Break-even
$235.64
-3.95% from spot
Prob. of Target Hit
63%
IV-implied, 69d (rough)
Net ฮ / ฮ / V
62.79 / 12.14 / -39.09
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 | Aug 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $196 (-20%) | -$3,994 | -$3,952 | -$3,938 | -$3,937 |
| $209 (-15%) | -$2,850 | -$2,762 | -$2,715 | -$2,710 |
| $221 (-10%) | -$1,780 | -$1,626 | -$1,509 | -$1,483 |
| $233 (-5%) | -$812 | -$584 | -$360 | -$257 |
| $240 (-2%) | -$291 | -$20 | +$277 | +$479 |
| $245 (0%) โ spot | +$30 | +$326 | +$669 | +$970 |
| $250 (+2%) | +$329 | +$646 | +$1,029 | +$1,461 |
| $258 (+5%) | +$733 | +$1,074 | +$1,504 | +$2,197 |
| $265 (+8%) โ target | +$1,088 | +$1,442 | +$1,894 | +$2,936 |
| $270 (+10%) | +$1,295 | +$1,651 | +$2,104 | +$2,936 |
| $282 (+15%) | +$1,728 | +$2,070 | +$2,483 | +$2,936 |
| $294 (+20%) | +$2,047 | +$2,355 | +$2,691 | +$2,936 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.