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 $27 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $23 · Dec '26
Qty 1 · Premium $1.47 · Δ 0.57
LONG PUT · $23 · Dec '26
Qty 1 · Premium $1.11 · Δ -0.43
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If CMCSA hits $27 by Dec 18: the long straddle returns +$142 (55.1%) on $258 risked, vs +$378 (16.3%) for 100 shares on $2,322. Options give 3.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if CMCSA is at $27. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CMCSA hits $27 by Dec 18
+$142
+55.1% on $258 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$258
Both premiums paid
Break-even
$25.58
+10.16% from spot
Prob. of Target Hit
24%
IV-implied, 48d (rough)
Net Δ / Θ / V
14.32 / -2.66 / 6.61
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%) | +$188 | +$181 | +$180 | +$184 |
| $20 (-15%) | +$99 | +$81 | +$68 | +$68 |
| $21 (-10%) | +$34 | +$2 | -$31 | -$48 |
| $22 (-5%) | +$0 | -$43 | -$96 | -$164 |
| $23 (-2%) | -$4 | -$50 | -$110 | -$234 |
| $23 (0%) ← spot | -$0 | -$47 | -$108 | -$236 |
| $24 (+2%) | +$9 | -$37 | -$97 | -$190 |
| $24 (+5%) | +$32 | -$12 | -$65 | -$120 |
| $26 (+10%) | +$92 | +$55 | +$17 | -$4 |
| $27 (+15%) | +$172 | +$144 | +$121 | +$112 |
| $27 (+16%) ← target | +$195 | +$170 | +$150 | +$142 |
| $28 (+20%) | +$266 | +$247 | +$234 | +$228 |
Uses CMCSA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.