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 $225 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $240 · Jan '27
Qty 1 · Premium $15.8 · Δ -0.45
SHORT PUT · $225 · Dec '26
Qty 1 · Premium $7.79 · Δ -0.3
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If NVDA hits $225 by Dec 18: the diagonal put spread returns +$953 (119.0%) on $801 risked, vs $-1,424 (-6.0%) for 100 shares on $23,924. Options give 19.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if NVDA is at $225. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NVDA hits $225 by Dec 18
+$953
+119.0% on $801 risked
Max Profit
+$950
If the stock price is favorable
Max Loss
−$799
Worst-case within chart range
Break-even
$241.20
+0.82% from spot
Prob. of Target Hit
74%
IV-implied, 72d (rough)
Net Δ / Θ / V
-15.09 / 0.95 / 14.12
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%) | +$564 | +$616 | +$663 | +$637 |
| $203 (-15%) | +$500 | +$570 | +$666 | +$698 |
| $215 (-10%) | +$403 | +$477 | +$604 | +$854 |
| $225 (-6%) ← target | +$303 | +$367 | +$487 | +$1,095 |
| $234 (-2%) | +$192 | +$237 | +$320 | +$510 |
| $239 (0%) ← spot | +$132 | +$166 | +$222 | +$265 |
| $244 (+2%) | +$72 | +$92 | +$120 | +$54 |
| $251 (+5%) | -$19 | -$20 | -$34 | -$203 |
| $263 (+10%) | -$166 | -$198 | -$270 | -$494 |
| $275 (+15%) | -$300 | -$355 | -$458 | -$656 |
| $287 (+20%) | -$416 | -$484 | -$592 | -$737 |
Uses NVDA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.