Target Price Playground

Templates Custom Builder LEAP Simulator
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 $560 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $485 · Dec '26
Qty 1 · Premium $9.55 · Δ -0.22
P&L at Expiry Now $529 Target $560 $371 $529 $688
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If MSFT hits $560 by Dec 18: the cash-secured put returns +$955 (2.0%) on $-955 credit (max loss $47,545), vs +$3,070 (5.8%) for 100 shares on $52,930. Options give 0.3× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MSFT is at $560. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if MSFT hits $560 by Dec 18
+$955
+2.0% on $47,545 max loss
Max Profit
+$955
If the stock ≥ $485 at expiry
Max Loss
−$47,545
If stock → $0 after assignment
Break-even
$475.45
-10.17% from spot
Prob. of Target Hit
67%
IV-implied, 72d (rough)
Net Δ / Θ / V
21.85 / 13.32 / -75.59
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

MSFT Price Today Oct 31 Nov 24 Dec 18 (exp)
$423 (-20%) -$5,351 -$5,214 -$5,124 -$5,201
$450 (-15%) -$3,400 -$3,107 -$2,766 -$2,555
$476 (-10%) -$1,861 -$1,467 -$935 +$92
$503 (-5%) -$748 -$344 +$187 +$955
$519 (-2%) -$266 +$106 +$556 +$955
$529 (0%) ← spot -$10 +$329 +$709 +$955
$540 (+2%) +$200 +$501 +$809 +$955
$560 (+6%) ← target +$493 +$719 +$906 +$955
$582 (+10%) +$697 +$847 +$942 +$955
$609 (+15%) +$832 +$916 +$953 +$955
$635 (+20%) +$899 +$942 +$955 +$955
Uses MSFT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.