Target Price Playground

Templates Custom Builder LEAP Simulator
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 $25 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $22 · Dec '26
Qty 1 · Premium $0.53 · Δ -0.25
P&L at Expiry Now $23 Target $25 $16 $23 $30
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If CMCSA hits $25 by Dec 18: the cash-secured put returns +$53 (2.5%) on $-53 credit (max loss $2,097), vs +$128 (5.5%) for 100 shares on $2,322. Options give 0.5× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CMCSA is at $25. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if CMCSA hits $25 by Dec 18
+$53
+2.5% on $2,097 max loss
Max Profit
+$53
If the stock ≥ $22 at expiry
Max Loss
−$2,097
If stock → $0 after assignment
Break-even
$20.97
-9.69% from spot
Prob. of Target Hit
69%
IV-implied, 48d (rough)
Net Δ / Θ / V
25.35 / 1.0 / -2.7
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

CMCSA Price Today Nov 16 Dec 2 Dec 18 (exp)
$19 (-20%) -$249 -$242 -$237 -$239
$20 (-15%) -$161 -$147 -$132 -$123
$21 (-10%) -$90 -$71 -$47 -$7
$22 (-5%) -$37 -$17 +$9 +$53
$23 (-2%) -$13 +$6 +$29 +$53
$23 (0%) ← spot +$0 +$17 +$37 +$53
$24 (+2%) +$11 +$26 +$43 +$53
$25 (+6%) ← target +$25 +$38 +$49 +$53
$26 (+10%) +$37 +$46 +$52 +$53
$27 (+15%) +$45 +$50 +$53 +$53
$28 (+20%) +$49 +$52 +$53 +$53
Uses CMCSA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.