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 $580 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
Own stock + buy put as insurance against downside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $529.3 · Δ 1.00
LONG PUT · $500 · Dec '26
Qty 1 · Premium $13.5 · Δ -0.29
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If MSFT hits $580 by Dec 18: the protective put returns +$3,720 (6.9%) on $54,280 risked, vs +$5,070 (9.6%) for 100 shares on $52,930. Options give 0.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MSFT is at $580. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MSFT hits $580 by Dec 18
+$3,720
+6.9% on $54,280 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$4,280
Put floors you at $500
Break-even
$542.80
+2.55% from spot
Prob. of Target Hit
48%
IV-implied, 72d (rough)
Net Δ / Θ / V
70.81 / -15.13 / 77.77
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%) | -$4,341 | -$4,406 | -$4,403 | -$4,280 |
| $450 (-15%) | -$3,823 | -$4,046 | -$4,261 | -$4,280 |
| $476 (-10%) | -$2,939 | -$3,299 | -$3,761 | -$4,280 |
| $503 (-5%) | -$1,639 | -$2,061 | -$2,636 | -$3,997 |
| $519 (-2%) | -$664 | -$1,080 | -$1,627 | -$2,409 |
| $529 (0%) ← spot | +$60 | -$337 | -$833 | -$1,350 |
| $540 (+2%) | +$837 | +$469 | +$38 | -$291 |
| $556 (+5%) | +$2,089 | +$1,776 | +$1,453 | +$1,296 |
| $580 (+10%) ← target | +$4,165 | +$3,943 | +$3,763 | +$3,720 |
| $609 (+15%) | +$6,801 | +$6,671 | +$6,597 | +$6,589 |
| $635 (+20%) | +$9,338 | +$9,266 | +$9,237 | +$9,236 |
Uses MSFT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.