Target Price Playground
PANW
$375.09
๐ข
PANW IV: 58.9% โ LOW
(-17.4% vs 30d avg of 71.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $420 by Nov 20
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
65d from today
โ๏ธ Legs
LONG 100 SHARES
@ $375.09 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If PANW hits $420 by Nov 20: the long stock returns +$4,491 (12.0%) on $37,509 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Nov 20.
๐ Projected Return
P&L if PANW hits $420 by Nov 20
+$4,491
+12.0% on $37,509 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$37,509
If stock โ $0
Break-even
$375.09
+0.0% from spot
Prob. of Target Hit
63%
IV-implied, 65d (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
| PANW Price | Today | Oct 16 | Nov 15 (exp) |
|---|---|---|---|
| $300 (-20%) | -$7,502 | -$7,502 | -$7,502 |
| $319 (-15%) | -$5,626 | -$5,626 | -$5,626 |
| $338 (-10%) | -$3,751 | -$3,751 | -$3,751 |
| $356 (-5%) | -$1,875 | -$1,875 | -$1,875 |
| $368 (-2%) | -$750 | -$750 | -$750 |
| $375 (0%) โ spot | +$0 | +$0 | +$0 |
| $383 (+2%) | +$750 | +$750 | +$750 |
| $394 (+5%) | +$1,875 | +$1,875 | +$1,875 |
| $413 (+10%) | +$3,751 | +$3,751 | +$3,751 |
| $420 (+12%) โ target | +$4,491 | +$4,491 | +$4,491 |
| $431 (+15%) | +$5,626 | +$5,626 | +$5,626 |
| $450 (+20%) | +$7,502 | +$7,502 | +$7,502 |
Uses PANW's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.