Target Price Playground
CMCSA
$23.22
🟢
CMCSA IV: 24.5% — LOW
(-64.8% vs 30d avg of 69.4%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $26 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $23 · Dec '26
Qty 1 · Premium $1.47 · Δ 0.57
SHORT CALL · $25 · Dec '26
Qty 1 · Premium $0.5 · Δ 0.29
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If CMCSA hits $26 by Dec 18: the bull call spread returns +$103 (106.7%) on $97 risked, vs +$278 (12.0%) for 100 shares on $2,322. Options give 8.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CMCSA is at $26. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CMCSA hits $26 by Dec 18
+$103
+106.7% on $97 risked
Max Profit
+$103
If the stock ≥ $25 at expiry
Max Loss
−$97
Net debit
Break-even
$23.97
+3.22% from spot
Prob. of Target Hit
39%
IV-implied, 48d (rough)
Net Δ / Θ / V
27.84 / -0.47 / 0.33
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
| CMCSA Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $19 (-20%) | -$90 | -$94 | -$97 | -$97 |
| $20 (-15%) | -$81 | -$88 | -$95 | -$97 |
| $21 (-10%) | -$66 | -$74 | -$87 | -$97 |
| $22 (-5%) | -$44 | -$51 | -$66 | -$97 |
| $23 (-2%) | -$28 | -$34 | -$45 | -$97 |
| $23 (0%) ← spot | -$18 | -$21 | -$29 | -$75 |
| $24 (+2%) | -$7 | -$8 | -$11 | -$29 |
| $24 (+5%) | +$9 | +$12 | +$17 | +$41 |
| $26 (+10%) | +$34 | +$42 | +$56 | +$103 |
| $26 (+12%) ← target | +$43 | +$52 | +$68 | +$103 |
| $27 (+15%) | +$55 | +$65 | +$82 | +$103 |
| $28 (+20%) | +$72 | +$82 | +$95 | +$103 |
Uses CMCSA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.