Target Price Playground
MSFT
$529.30
🟢
MSFT IV: 30.4% — LOW
(-27.4% vs 30d avg of 41.9%)
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
Moderately bearish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $530 · Dec '26
Qty 1 · Premium $25.7 · Δ -0.46
SHORT PUT · $485 · Dec '26
Qty 1 · Premium $9.55 · Δ -0.22
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If MSFT hits $465 by Dec 18: the bear put spread returns +$2,885 (178.6%) on $1,615 risked, vs $-6,430 (-12.1%) for 100 shares on $52,930. Options give 14.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MSFT is at $465. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MSFT hits $465 by Dec 18
+$2,885
+178.6% on $1,615 risked
Max Profit
+$2,885
If the stock ≤ $485 at expiry
Max Loss
−$1,615
Net debit
Break-even
$513.85
-2.92% from spot
Prob. of Target Hit
37%
IV-implied, 72d (rough)
Net Δ / Θ / V
-24.57 / -3.38 / 17.44
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
| MSFT Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $423 (-20%) | +$2,420 | +$2,608 | +$2,808 | +$2,885 |
| $450 (-15%) | +$1,989 | +$2,208 | +$2,546 | +$2,885 |
| $465 (-12%) ← target | +$1,670 | +$1,867 | +$2,219 | +$2,885 |
| $476 (-10%) | +$1,402 | +$1,563 | +$1,873 | +$2,885 |
| $503 (-5%) | +$734 | +$765 | +$824 | +$1,102 |
| $519 (-2%) | +$336 | +$280 | +$157 | -$486 |
| $529 (0%) ← spot | +$83 | -$23 | -$248 | -$1,545 |
| $540 (+2%) | -$154 | -$303 | -$599 | -$1,615 |
| $556 (+5%) | -$474 | -$665 | -$1,008 | -$1,615 |
| $582 (+10%) | -$899 | -$1,106 | -$1,401 | -$1,615 |
| $609 (+15%) | -$1,194 | -$1,368 | -$1,554 | -$1,615 |
| $635 (+20%) | -$1,381 | -$1,506 | -$1,601 | -$1,615 |
Uses MSFT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.