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 $275 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $240 · Dec '26
Qty 1 · Premium $14.8 · Δ 0.55
LONG PUT · $240 · Dec '26
Qty 1 · Premium $13.65 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If NVDA hits $275 by Dec 18: the long straddle returns +$655 (23.0%) on $2,845 risked, vs +$3,576 (14.9%) for 100 shares on $23,924. Options give 1.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if NVDA is at $275. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NVDA hits $275 by Dec 18
+$655
+23.0% on $2,845 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$2,845
Both premiums paid
Break-even
$211.55
-11.57% from spot
Prob. of Target Hit
41%
IV-implied, 72d (rough)
Net Δ / Θ / V
9.11 / -20.09 / 84.24
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%) | +$2,224 | +$2,057 | +$1,970 | +$2,016 |
| $203 (-15%) | +$1,440 | +$1,131 | +$864 | +$820 |
| $215 (-10%) | +$885 | +$432 | -$68 | -$377 |
| $227 (-5%) | +$592 | +$27 | -$682 | -$1,573 |
| $234 (-2%) | +$548 | -$59 | -$847 | -$2,291 |
| $239 (0%) ← spot | +$573 | -$50 | -$865 | -$2,769 |
| $244 (+2%) | +$640 | +$11 | -$810 | -$2,443 |
| $251 (+5%) | +$816 | +$194 | -$597 | -$1,725 |
| $263 (+10%) | +$1,293 | +$720 | +$49 | -$529 |
| $275 (+15%) ← target | +$1,956 | +$1,461 | +$948 | +$655 |
| $287 (+20%) | +$2,790 | +$2,384 | +$2,022 | +$1,864 |
Uses NVDA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.