Target Price Playground
INTC
$92.13
๐ข
INTC IV: 64.3% โ LOW
(-35.1% vs 30d avg of 99.2%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $105 by Oct 16
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
56d from today
โ๏ธ Legs
LONG 100 SHARES
@ $92.13 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If INTC hits $105 by Oct 16: the long stock returns +$1,287 (14.0%) on $9,213 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Oct 16.
๐ Projected Return
P&L if INTC hits $105 by Oct 16
+$1,287
+14.0% on $9,213 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$9,213
If stock โ $0
Break-even
$92.13
+0.0% from spot
Prob. of Target Hit
59%
IV-implied, 56d (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
| INTC Price | Today | Sep 20 | Oct 20 (exp) |
|---|---|---|---|
| $74 (-20%) | -$1,843 | -$1,843 | -$1,843 |
| $78 (-15%) | -$1,382 | -$1,382 | -$1,382 |
| $83 (-10%) | -$921 | -$921 | -$921 |
| $88 (-5%) | -$461 | -$461 | -$461 |
| $90 (-2%) | -$184 | -$184 | -$184 |
| $92 (0%) โ spot | +$0 | +$0 | +$0 |
| $94 (+2%) | +$184 | +$184 | +$184 |
| $97 (+5%) | +$461 | +$461 | +$461 |
| $101 (+10%) | +$921 | +$921 | +$921 |
| $105 (+14%) โ target | +$1,287 | +$1,287 | +$1,287 |
| $106 (+15%) | +$1,382 | +$1,382 | +$1,382 |
| $111 (+20%) | +$1,843 | +$1,843 | +$1,843 |
Uses INTC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.