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 $465 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $490 · Jan '27
Qty 1 · Premium $20.62 · Δ -0.45
SHORT PUT · $465 · Dec '26
Qty 1 · Premium $12.5 · Δ -0.27
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If LIN hits $465 by Dec 18: the diagonal put spread returns +$1,898 (233.7%) on $812 risked, vs $-2,495 (-5.1%) for 100 shares on $48,995. Options give 45.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if LIN is at $465. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if LIN hits $465 by Dec 18
+$1,898
+233.7% on $812 risked
Max Profit
+$1,881
If the stock price is favorable
Max Loss
−$812
Worst-case within chart range
Break-even
$498.21
+1.69% from spot
Prob. of Target Hit
63%
IV-implied, 72d (rough)
Net Δ / Θ / V
-17.84 / 0.75 / 29.17
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%) | +$1,477 | +$1,509 | +$1,520 | +$1,519 |
| $416 (-15%) | +$1,392 | +$1,471 | +$1,537 | +$1,527 |
| $441 (-10%) | +$1,188 | +$1,308 | +$1,477 | +$1,598 |
| $465 (-5%) ← target | +$861 | +$963 | +$1,141 | +$1,934 |
| $480 (-2%) | +$611 | +$670 | +$768 | +$907 |
| $490 (0%) ← spot | +$441 | +$466 | +$495 | +$390 |
| $500 (+2%) | +$274 | +$264 | +$226 | -$10 |
| $514 (+5%) | +$36 | -$17 | -$128 | -$412 |
| $539 (+10%) | -$295 | -$384 | -$525 | -$714 |
| $563 (+15%) | -$525 | -$610 | -$711 | -$794 |
| $588 (+20%) | -$665 | -$727 | -$782 | -$810 |
Uses LIN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.