Target Price Playground
REGN
$927.89
๐ข
REGN IV: 36.7% โ LOW
(-49.8% vs 30d avg of 73.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1040 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
@ $927.89 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If REGN hits $1040 by Dec 18: the long stock returns +$11,211 (12.1%) on $92,789 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 REGN hits $1040 by Dec 18
+$11,211
+12.1% on $92,789 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$92,789
If stock โ $0
Break-even
$927.89
+0.0% from spot
Prob. of Target Hit
36%
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
| REGN Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $742 (-20%) | -$18,558 | -$18,558 | -$18,558 |
| $789 (-15%) | -$13,918 | -$13,918 | -$13,918 |
| $835 (-10%) | -$9,279 | -$9,279 | -$9,279 |
| $882 (-5%) | -$4,639 | -$4,639 | -$4,639 |
| $909 (-2%) | -$1,856 | -$1,856 | -$1,856 |
| $928 (0%) โ spot | +$0 | +$0 | +$0 |
| $946 (+2%) | +$1,856 | +$1,856 | +$1,856 |
| $974 (+5%) | +$4,639 | +$4,639 | +$4,639 |
| $1021 (+10%) | +$9,279 | +$9,279 | +$9,279 |
| $1040 (+12%) โ target | +$11,211 | +$11,211 | +$11,211 |
| $1067 (+15%) | +$13,918 | +$13,918 | +$13,918 |
| $1113 (+20%) | +$18,558 | +$18,558 | +$18,558 |
Uses REGN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.