Target Price Playground
ISRG
$406.78
๐ข
ISRG IV: 36.7% โ LOW
(-37.1% vs 30d avg of 58.4%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $455 by Sep 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
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $406.78 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ISRG hits $455 by Sep 18: the long stock returns +$4,822 (11.9%) on $40,678 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if ISRG hits $455 by Sep 18
+$4,822
+11.9% on $40,678 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$40,678
If stock โ $0
Break-even
$406.78
+0.0% from spot
Prob. of Target Hit
49%
IV-implied, 68d (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
| ISRG Price | Today | Aug 11 | Sep 10 (exp) |
|---|---|---|---|
| $325 (-20%) | -$8,136 | -$8,136 | -$8,136 |
| $346 (-15%) | -$6,102 | -$6,102 | -$6,102 |
| $366 (-10%) | -$4,068 | -$4,068 | -$4,068 |
| $386 (-5%) | -$2,034 | -$2,034 | -$2,034 |
| $399 (-2%) | -$814 | -$814 | -$814 |
| $407 (0%) โ spot | +$0 | +$0 | +$0 |
| $415 (+2%) | +$814 | +$814 | +$814 |
| $427 (+5%) | +$2,034 | +$2,034 | +$2,034 |
| $447 (+10%) | +$4,068 | +$4,068 | +$4,068 |
| $455 (+12%) โ target | +$4,822 | +$4,822 | +$4,822 |
| $468 (+15%) | +$6,102 | +$6,102 | +$6,102 |
| $488 (+20%) | +$8,136 | +$8,136 | +$8,136 |
Uses ISRG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.