Target Price Playground
SNPS
$467.61
๐ข
SNPS IV: 43.1% โ LOW
(-56.7% vs 30d avg of 99.6%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $520 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
@ $467.61 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If SNPS hits $520 by Dec 18: the long stock returns +$5,239 (11.2%) on $46,761 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 SNPS hits $520 by Dec 18
+$5,239
+11.2% on $46,761 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$46,761
If stock โ $0
Break-even
$467.61
+0.0% from spot
Prob. of Target Hit
50%
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
| SNPS Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $374 (-20%) | -$9,352 | -$9,352 | -$9,352 |
| $397 (-15%) | -$7,014 | -$7,014 | -$7,014 |
| $421 (-10%) | -$4,676 | -$4,676 | -$4,676 |
| $444 (-5%) | -$2,338 | -$2,338 | -$2,338 |
| $458 (-2%) | -$935 | -$935 | -$935 |
| $468 (0%) โ spot | +$0 | +$0 | +$0 |
| $477 (+2%) | +$935 | +$935 | +$935 |
| $491 (+5%) | +$2,338 | +$2,338 | +$2,338 |
| $514 (+10%) | +$4,676 | +$4,676 | +$4,676 |
| $520 (+11%) โ target | +$5,239 | +$5,239 | +$5,239 |
| $538 (+15%) | +$7,014 | +$7,014 | +$7,014 |
| $561 (+20%) | +$9,352 | +$9,352 | +$9,352 |
Uses SNPS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.