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 $265 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 + buy put as insurance against downside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $239.24 · Δ 1.00
LONG PUT · $225 · Dec '26
Qty 1 · Premium $7.79 · Δ -0.3
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If NVDA hits $265 by Dec 18: the protective put returns +$1,797 (7.3%) on $24,703 risked, vs +$2,576 (10.8%) for 100 shares on $23,924. Options give 0.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if NVDA is at $265. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NVDA hits $265 by Dec 18
+$1,797
+7.3% on $24,703 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$2,203
Put floors you at $225
Break-even
$247.03
+3.26% from spot
Prob. of Target Hit
55%
IV-implied, 72d (rough)
Net Δ / Θ / V
70.07 / -8.5 / 35.28
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%) | -$1,995 | -$2,112 | -$2,211 | -$2,203 |
| $203 (-15%) | -$1,662 | -$1,850 | -$2,065 | -$2,203 |
| $215 (-10%) | -$1,187 | -$1,427 | -$1,741 | -$2,203 |
| $227 (-5%) | -$567 | -$829 | -$1,181 | -$1,975 |
| $234 (-2%) | -$129 | -$388 | -$730 | -$1,257 |
| $239 (0%) ← spot | +$189 | -$64 | -$387 | -$779 |
| $244 (+2%) | +$525 | +$283 | -$15 | -$301 |
| $251 (+5%) | +$1,063 | +$841 | +$589 | +$417 |
| $265 (+11%) ← target | +$2,189 | +$2,016 | +$1,855 | +$1,797 |
| $275 (+15%) | +$3,076 | +$2,940 | +$2,834 | +$2,810 |
| $287 (+20%) | +$4,170 | +$4,074 | +$4,014 | +$4,006 |
Uses NVDA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.