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 $430 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $490 · Dec '26
Qty 1 · Premium $18.3 · Δ -0.45
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If LIN hits $430 by Dec 18: the long put returns +$4,170 (227.9%) on $1,830 risked, vs $-5,995 (-12.2%) for 100 shares on $48,995. Options give 18.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if LIN is at $430. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if LIN hits $430 by Dec 18
+$4,170
+227.9% on $1,830 risked
Max Profit
+$47,170
If stock → $0
Max Loss
−$1,830
Premium paid
Break-even
$471.70
-3.72% from spot
Prob. of Target Hit
25%
IV-implied, 72d (rough)
Net Δ / Θ / V
-44.96 / -12.86 / 86.11
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%) | +$7,576 | +$7,692 | +$7,829 | +$7,974 |
| $416 (-15%) | +$5,243 | +$5,287 | +$5,383 | +$5,524 |
| $430 (-12%) ← target | +$4,032 | +$4,010 | +$4,043 | +$4,170 |
| $441 (-10%) | +$3,116 | +$3,030 | +$2,984 | +$3,075 |
| $465 (-5%) | +$1,339 | +$1,110 | +$831 | +$625 |
| $480 (-2%) | +$487 | +$200 | -$187 | -$845 |
| $490 (0%) ← spot | +$12 | -$292 | -$712 | -$1,825 |
| $500 (+2%) | -$389 | -$695 | -$1,109 | -$1,830 |
| $514 (+5%) | -$863 | -$1,144 | -$1,494 | -$1,830 |
| $539 (+10%) | -$1,371 | -$1,570 | -$1,760 | -$1,830 |
| $563 (+15%) | -$1,632 | -$1,746 | -$1,820 | -$1,830 |
| $588 (+20%) | -$1,752 | -$1,807 | -$1,829 | -$1,830 |
Uses LIN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.