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 $260 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
@ $239.24 · Δ 1.00
SHORT CALL · $260 · Dec '26
Qty 1 · Premium $6.8 · Δ 0.33
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If NVDA hits $260 by Dec 18: the covered call returns +$2,756 (11.9%) on $23,244 risked, vs +$2,076 (8.7%) for 100 shares on $23,924. Options give 1.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if NVDA is at $260. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NVDA hits $260 by Dec 18
+$2,756
+11.9% on $23,244 risked
Max Profit
+$2,756
If the stock ≥ $260 at expiry
Max Loss
−$23,244
If stock → $0 (minus premium received)
Break-even
$232.44
-2.84% from spot
Prob. of Target Hit
63%
IV-implied, 72d (rough)
Net Δ / Θ / V
67.43 / 9.04 / -39.54
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%) | -$4,186 | -$4,129 | -$4,106 | -$4,105 |
| $203 (-15%) | -$3,089 | -$2,981 | -$2,917 | -$2,909 |
| $215 (-10%) | -$2,064 | -$1,889 | -$1,748 | -$1,712 |
| $227 (-5%) | -$1,137 | -$888 | -$639 | -$516 |
| $234 (-2%) | -$635 | -$345 | -$24 | +$202 |
| $239 (0%) ← spot | -$326 | -$11 | +$355 | +$680 |
| $244 (+2%) | -$36 | +$300 | +$706 | +$1,158 |
| $251 (+5%) | +$361 | +$721 | +$1,173 | +$1,876 |
| $260 (+9%) ← target | +$785 | +$1,162 | +$1,643 | +$2,756 |
| $263 (+10%) | +$922 | +$1,300 | +$1,784 | +$2,756 |
| $275 (+15%) | +$1,365 | +$1,736 | +$2,192 | +$2,756 |
| $287 (+20%) | +$1,705 | +$2,047 | +$2,436 | +$2,756 |
Uses NVDA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.