Target Price Playground
MSFT
$385.10
๐ข
MSFT IV: 34.7% โ LOW
(-31.9% vs 30d avg of 51.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $340 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG PUT ยท $385 ยท Sep '26
Qty 1 ยท Premium $25.6 ยท ฮ -0.46
SHORT PUT ยท $355 ยท Sep '26
Qty 1 ยท Premium $12.37 ยท ฮ -0.28
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If MSFT hits $340 by Sep 18: the bear put spread returns +$1,677 (126.8%) on $1,323 risked, vs $-4,510 (-11.7%) for 100 shares on $38,510. Options give 10.8ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if MSFT is at $340. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if MSFT hits $340 by Sep 18
+$1,677
+126.8% on $1,323 risked
Max Profit
+$1,677
If the stock โค $355 at expiry
Max Loss
โ$1,323
Net debit
Break-even
$371.77
-3.46% from spot
Prob. of Target Hit
44%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-17.97 / -2.76 / 11.24
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
| MSFT Price | Today | Aug 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $308 (-20%) | +$1,312 | +$1,440 | +$1,601 | +$1,677 |
| $327 (-15%) | +$1,032 | +$1,168 | +$1,400 | +$1,677 |
| $340 (-12%) โ target | +$803 | +$917 | +$1,141 | +$1,677 |
| $347 (-10%) | +$673 | +$768 | +$964 | +$1,677 |
| $366 (-5%) | +$274 | +$291 | +$330 | +$592 |
| $377 (-2%) | +$36 | +$3 | -$72 | -$563 |
| $385 (0%) โ spot | -$117 | -$181 | -$321 | -$1,323 |
| $393 (+2%) | -$262 | -$352 | -$544 | -$1,323 |
| $404 (+5%) | -$462 | -$582 | -$817 | -$1,323 |
| $424 (+10%) | -$740 | -$881 | -$1,109 | -$1,323 |
| $443 (+15%) | -$947 | -$1,078 | -$1,246 | -$1,323 |
| $462 (+20%) | -$1,091 | -$1,197 | -$1,299 | -$1,323 |
Uses MSFT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.