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 $610 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $530 · Dec '26
Qty 1 · Premium $28.65 · Δ 0.54
LONG PUT · $530 · Dec '26
Qty 1 · Premium $25.7 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If MSFT hits $610 by Dec 18: the long straddle returns +$2,565 (47.2%) on $5,435 risked, vs +$8,070 (15.2%) for 100 shares on $52,930. Options give 3.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MSFT is at $610. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MSFT hits $610 by Dec 18
+$2,565
+47.2% on $5,435 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$5,435
Both premiums paid
Break-even
$475.65
-10.14% from spot
Prob. of Target Hit
26%
IV-implied, 72d (rough)
Net Δ / Θ / V
7.69 / -38.01 / 186.05
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%) | +$5,060 | +$5,005 | +$5,070 | +$5,221 |
| $450 (-15%) | +$2,943 | +$2,639 | +$2,475 | +$2,575 |
| $476 (-10%) | +$1,337 | +$715 | +$114 | -$72 |
| $503 (-5%) | +$422 | -$481 | -$1,582 | -$2,718 |
| $519 (-2%) | +$247 | -$762 | -$2,066 | -$4,306 |
| $529 (0%) ← spot | +$289 | -$757 | -$2,123 | -$5,365 |
| $540 (+2%) | +$454 | -$600 | -$1,967 | -$4,446 |
| $556 (+5%) | +$918 | -$101 | -$1,365 | -$2,859 |
| $582 (+10%) | +$2,203 | +$1,334 | +$399 | -$212 |
| $610 (+15%) ← target | +$4,089 | +$3,426 | +$2,840 | +$2,565 |
| $635 (+20%) | +$6,128 | +$5,638 | +$5,267 | +$5,081 |
Uses MSFT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.