Target Price Playground
LIN
$489.95
🟢
LIN IV: 23.4% — LOW
(-47.1% vs 30d avg of 44.3%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $530 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
Own stock, sell OTM call for income. Caps upside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $489.95 · Δ 1.00
SHORT CALL · $530 · Dec '26
Qty 1 · Premium $7.3 · Δ 0.26
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If LIN hits $530 by Dec 18: the covered call returns +$4,735 (9.8%) on $48,265 risked, vs +$4,005 (8.2%) for 100 shares on $48,995. Options give 1.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if LIN is at $530. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if LIN hits $530 by Dec 18
+$4,735
+9.8% on $48,265 risked
Max Profit
+$4,735
If the stock ≥ $530 at expiry
Max Loss
−$48,265
If stock → $0 (minus premium received)
Break-even
$482.65
-1.49% from spot
Prob. of Target Hit
44%
IV-implied, 72d (rough)
Net Δ / Θ / V
74.18 / 12.05 / -62.32
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
| LIN Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $392 (-20%) | -$9,073 | -$9,069 | -$9,069 | -$9,069 |
| $416 (-15%) | -$6,643 | -$6,623 | -$6,619 | -$6,619 |
| $441 (-10%) | -$4,272 | -$4,199 | -$4,171 | -$4,170 |
| $465 (-5%) | -$2,044 | -$1,863 | -$1,740 | -$1,720 |
| $480 (-2%) | -$828 | -$559 | -$325 | -$250 |
| $490 (0%) ← spot | -$84 | +$245 | +$571 | +$730 |
| $500 (+2%) | +$598 | +$983 | +$1,406 | +$1,710 |
| $514 (+5%) | +$1,496 | +$1,947 | +$2,493 | +$3,180 |
| $530 (+8%) ← target | +$2,276 | +$2,761 | +$3,371 | +$4,735 |
| $539 (+10%) | +$2,647 | +$3,135 | +$3,742 | +$4,735 |
| $563 (+15%) | +$3,399 | +$3,839 | +$4,330 | +$4,735 |
| $588 (+20%) | +$3,840 | +$4,193 | +$4,524 | +$4,735 |
Uses LIN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.