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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $530 · Dec '26
Qty 1 · Premium $25.7 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If MSFT hits $465 by Dec 18: the long put returns +$3,930 (152.9%) on $2,570 risked, vs $-6,430 (-12.1%) for 100 shares on $52,930. Options give 12.6× 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
+$3,930
+152.9% on $2,570 risked
Max Profit
+$50,430
If stock → $0
Max Loss
−$2,570
Premium paid
Break-even
$504.30
-4.72% from spot
Prob. of Target Hit
37%
IV-implied, 72d (rough)
Net Δ / Θ / V
-46.42 / -16.7 / 93.03
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%) | +$7,771 | +$7,822 | +$7,932 | +$8,086 |
| $450 (-15%) | +$5,390 | +$5,315 | +$5,312 | +$5,440 |
| $465 (-12%) ← target | +$4,139 | +$3,975 | +$3,858 | +$3,930 |
| $476 (-10%) | +$3,263 | +$3,030 | +$2,808 | +$2,793 |
| $503 (-5%) | +$1,483 | +$1,109 | +$637 | +$147 |
| $519 (-2%) | +$601 | +$175 | -$399 | -$1,441 |
| $529 (0%) ← spot | +$93 | -$352 | -$957 | -$2,500 |
| $540 (+2%) | -$354 | -$803 | -$1,409 | -$2,570 |
| $556 (+5%) | -$915 | -$1,347 | -$1,901 | -$2,570 |
| $582 (+10%) | -$1,597 | -$1,953 | -$2,343 | -$2,570 |
| $609 (+15%) | -$2,026 | -$2,284 | -$2,507 | -$2,570 |
| $635 (+20%) | -$2,280 | -$2,448 | -$2,555 | -$2,570 |
Uses MSFT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.