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 $500 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 · $530 · Jan '27
Qty 1 · Premium $28.3 · Δ -0.46
SHORT PUT · $500 · Dec '26
Qty 1 · Premium $13.5 · Δ -0.29
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If MSFT hits $500 by Dec 18: the diagonal put spread returns +$1,885 (127.3%) on $1,480 risked, vs $-2,930 (-5.5%) for 100 shares on $52,930. Options give 23.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MSFT is at $500. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MSFT hits $500 by Dec 18
+$1,885
+127.3% on $1,480 risked
Max Profit
+$1,826
If the stock price is favorable
Max Loss
−$1,480
Worst-case within chart range
Break-even
$531.05
+0.33% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
-16.59 / 1.56 / 31.38
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%) | +$1,257 | +$1,327 | +$1,367 | +$1,343 |
| $450 (-15%) | +$1,130 | +$1,252 | +$1,386 | +$1,384 |
| $476 (-10%) | +$901 | +$1,047 | +$1,277 | +$1,567 |
| $500 (-6%) ← target | +$613 | +$737 | +$959 | +$2,018 |
| $519 (-2%) | +$347 | +$425 | +$561 | +$803 |
| $529 (0%) ← spot | +$189 | +$235 | +$303 | +$252 |
| $540 (+2%) | +$30 | +$41 | +$40 | -$200 |
| $556 (+5%) | -$204 | -$241 | -$335 | -$706 |
| $582 (+10%) | -$560 | -$658 | -$839 | -$1,188 |
| $609 (+15%) | -$852 | -$975 | -$1,160 | -$1,386 |
| $635 (+20%) | -$1,072 | -$1,190 | -$1,334 | -$1,454 |
Uses MSFT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.