Target Price Playground
ORLY
$88.12
๐ข
ORLY IV: 25.9% โ LOW
(-33.8% vs 30d avg of 39.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $99 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $88.12 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ORLY hits $99 by Dec 18: the long stock returns +$1,088 (12.3%) on $8,812 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if ORLY hits $99 by Dec 18
+$1,088
+12.3% on $8,812 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$8,812
If stock โ $0
Break-even
$88.12
+0.0% from spot
Prob. of Target Hit
22%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| ORLY Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $71 (-20%) | -$1,762 | -$1,762 | -$1,762 |
| $75 (-15%) | -$1,322 | -$1,322 | -$1,322 |
| $79 (-10%) | -$881 | -$881 | -$881 |
| $84 (-5%) | -$441 | -$441 | -$441 |
| $86 (-2%) | -$176 | -$176 | -$176 |
| $88 (0%) โ spot | +$0 | +$0 | +$0 |
| $90 (+2%) | +$176 | +$176 | +$176 |
| $93 (+5%) | +$441 | +$441 | +$441 |
| $97 (+10%) | +$881 | +$881 | +$881 |
| $99 (+12%) โ target | +$1,088 | +$1,088 | +$1,088 |
| $101 (+15%) | +$1,322 | +$1,322 | +$1,322 |
| $106 (+20%) | +$1,762 | +$1,762 | +$1,762 |
Uses ORLY's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.