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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $23 · Dec '26
Qty 1 · Premium $1.47 · Δ 0.57
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If CMCSA hits $26 by Dec 18: the long call returns +$153 (104.4%) on $147 risked, vs +$278 (12.0%) for 100 shares on $2,322. Options give 8.7× 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
+$153
+104.4% on $147 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$147
Premium paid
Break-even
$24.47
+5.37% from spot
Prob. of Target Hit
39%
IV-implied, 48d (rough)
Net Δ / Θ / V
57.16 / -1.47 / 3.31
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%) | -$138 | -$144 | -$147 | -$147 |
| $20 (-15%) | -$125 | -$136 | -$145 | -$147 |
| $21 (-10%) | -$99 | -$117 | -$136 | -$147 |
| $22 (-5%) | -$58 | -$82 | -$111 | -$147 |
| $23 (-2%) | -$25 | -$51 | -$83 | -$147 |
| $23 (0%) ← spot | -$0 | -$26 | -$59 | -$125 |
| $24 (+2%) | +$27 | +$2 | -$30 | -$79 |
| $24 (+5%) | +$74 | +$50 | +$21 | -$9 |
| $26 (+10%) | +$162 | +$141 | +$120 | +$107 |
| $26 (+12%) ← target | +$199 | +$181 | +$163 | +$153 |
| $27 (+15%) | +$260 | +$244 | +$230 | +$223 |
| $28 (+20%) | +$365 | +$353 | +$344 | +$339 |
Uses CMCSA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.