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 $22 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $23 · Jan '27
Qty 1 · Premium $1.4 · Δ -0.42
SHORT PUT · $22 · Dec '26
Qty 1 · Premium $0.69 · Δ -0.31
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If CMCSA hits $22 by Dec 18: the diagonal put spread returns +$78 (109.5%) on $71 risked, vs $-122 (-5.3%) for 100 shares on $2,322. Options give 20.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CMCSA is at $22. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CMCSA hits $22 by Dec 18
+$78
+109.5% on $71 risked
Max Profit
+$78
If the stock price is favorable
Max Loss
−$70
Worst-case within chart range
Break-even
$23.54
+1.38% from spot
Prob. of Target Hit
71%
IV-implied, 48d (rough)
Net Δ / Θ / V
-11.36 / 0.18 / 1.18
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%) | +$26 | +$27 | +$27 | +$23 |
| $20 (-15%) | +$25 | +$29 | +$33 | +$29 |
| $21 (-10%) | +$20 | +$26 | +$36 | +$46 |
| $22 (-5%) ← target | +$12 | +$18 | +$29 | +$77 |
| $23 (-2%) | +$5 | +$10 | +$18 | +$34 |
| $23 (0%) ← spot | -$0 | +$3 | +$9 | +$13 |
| $24 (+2%) | -$5 | -$3 | -$0 | -$5 |
| $24 (+5%) | -$14 | -$14 | -$15 | -$27 |
| $26 (+10%) | -$27 | -$30 | -$36 | -$50 |
| $27 (+15%) | -$39 | -$44 | -$51 | -$62 |
| $28 (+20%) | -$49 | -$54 | -$61 | -$67 |
Uses CMCSA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.