Target Price Playground
NVDA
$239.24
🟢
NVDA IV: 36.8% — LOW
(-28.2% vs 30d avg of 51.2%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $210 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
Moderately bearish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $240 · Dec '26
Qty 1 · Premium $13.65 · Δ -0.46
SHORT PUT · $220 · Dec '26
Qty 1 · Premium $6.34 · Δ -0.25
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If NVDA hits $210 by Dec 18: the bear put spread returns +$1,269 (173.6%) on $731 risked, vs $-2,924 (-12.2%) for 100 shares on $23,924. Options give 14.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if NVDA is at $210. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NVDA hits $210 by Dec 18
+$1,269
+173.6% on $731 risked
Max Profit
+$1,269
If the stock ≤ $220 at expiry
Max Loss
−$731
Net debit
Break-even
$232.69
-2.74% from spot
Prob. of Target Hit
50%
IV-implied, 72d (rough)
Net Δ / Θ / V
-20.37 / -1.3 / 7.65
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
| NVDA Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $191 (-20%) | +$961 | +$1,052 | +$1,182 | +$1,269 |
| $203 (-15%) | +$782 | +$868 | +$1,023 | +$1,269 |
| $210 (-12%) ← target | +$667 | +$739 | +$881 | +$1,269 |
| $215 (-10%) | +$570 | +$625 | +$741 | +$1,269 |
| $227 (-5%) | +$342 | +$350 | +$370 | +$541 |
| $234 (-2%) | +$207 | +$185 | +$139 | -$177 |
| $239 (0%) ← spot | +$120 | +$79 | -$6 | -$655 |
| $244 (+2%) | +$36 | -$22 | -$140 | -$731 |
| $251 (+5%) | -$82 | -$160 | -$312 | -$731 |
| $263 (+10%) | -$254 | -$351 | -$517 | -$731 |
| $275 (+15%) | -$391 | -$492 | -$634 | -$731 |
| $287 (+20%) | -$496 | -$587 | -$691 | -$731 |
Uses NVDA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.