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 $570 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, sell OTM call for income. Caps upside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $529.3 · Δ 1.00
SHORT CALL · $570 · Dec '26
Qty 1 · Premium $12.96 · Δ 0.32
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If MSFT hits $570 by Dec 18: the covered call returns +$5,366 (10.4%) on $51,634 risked, vs +$4,070 (7.7%) for 100 shares on $52,930. Options give 1.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MSFT is at $570. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MSFT hits $570 by Dec 18
+$5,366
+10.4% on $51,634 risked
Max Profit
+$5,366
If the stock ≥ $570 at expiry
Max Loss
−$51,634
If stock → $0 (minus premium received)
Break-even
$516.34
-2.45% from spot
Prob. of Target Hit
57%
IV-implied, 72d (rough)
Net Δ / Θ / V
68.29 / 17.59 / -86.8
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%) | -$9,330 | -$9,297 | -$9,290 | -$9,290 |
| $450 (-15%) | -$6,777 | -$6,682 | -$6,646 | -$6,644 |
| $476 (-10%) | -$4,350 | -$4,143 | -$4,014 | -$3,997 |
| $503 (-5%) | -$2,137 | -$1,777 | -$1,458 | -$1,351 |
| $519 (-2%) | -$947 | -$491 | -$20 | +$237 |
| $529 (0%) ← spot | -$220 | +$295 | +$869 | +$1,296 |
| $540 (+2%) | +$450 | +$1,015 | +$1,684 | +$2,355 |
| $556 (+5%) | +$1,343 | +$1,964 | +$2,740 | +$3,942 |
| $570 (+8%) ← target | +$2,032 | +$2,679 | +$3,499 | +$5,366 |
| $582 (+10%) | +$2,542 | +$3,191 | +$4,008 | +$5,366 |
| $609 (+15%) | +$3,403 | +$4,009 | +$4,712 | +$5,366 |
| $635 (+20%) | +$3,986 | +$4,505 | +$5,031 | +$5,366 |
Uses MSFT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.