Target Price Playground
CMCSA
$23.22
๐ข
CMCSA IV: 24.5% โ LOW
(-64.8% vs 30d avg of 69.4%)
Options are cheap vs 30d avg โ 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
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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $23.22 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CMCSA hits $26 by Dec 18: the long stock returns +$278 (12.0%) on $2,322 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if CMCSA hits $26 by Dec 18
+$278
+12.0% on $2,322 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$2,322
If stock โ $0
Break-even
$23.22
+0.0% from spot
Prob. of Target Hit
39%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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
| CMCSA Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $19 (-20%) | -$464 | -$464 | -$464 |
| $20 (-15%) | -$348 | -$348 | -$348 |
| $21 (-10%) | -$232 | -$232 | -$232 |
| $22 (-5%) | -$116 | -$116 | -$116 |
| $23 (-2%) | -$46 | -$46 | -$46 |
| $23 (0%) โ spot | +$0 | +$0 | +$0 |
| $24 (+2%) | +$46 | +$46 | +$46 |
| $24 (+5%) | +$116 | +$116 | +$116 |
| $26 (+10%) | +$232 | +$232 | +$232 |
| $26 (+12%) โ target | +$278 | +$278 | +$278 |
| $27 (+15%) | +$348 | +$348 | +$348 |
| $28 (+20%) | +$464 | +$464 | +$464 |
Uses CMCSA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.