Target Price Playground
VRTX
$558.88
๐ข
VRTX IV: 36.1% โ LOW
(-55.0% vs 30d avg of 80.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $630 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
@ $558.88 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If VRTX hits $630 by Dec 18: the long stock returns +$7,112 (12.7%) on $55,888 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 VRTX hits $630 by Dec 18
+$7,112
+12.7% on $55,888 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$55,888
If stock โ $0
Break-even
$558.88
+0.0% from spot
Prob. of Target Hit
33%
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
| VRTX Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $447 (-20%) | -$11,178 | -$11,178 | -$11,178 |
| $475 (-15%) | -$8,383 | -$8,383 | -$8,383 |
| $503 (-10%) | -$5,589 | -$5,589 | -$5,589 |
| $531 (-5%) | -$2,794 | -$2,794 | -$2,794 |
| $548 (-2%) | -$1,118 | -$1,118 | -$1,118 |
| $559 (0%) โ spot | +$0 | +$0 | +$0 |
| $570 (+2%) | +$1,118 | +$1,118 | +$1,118 |
| $587 (+5%) | +$2,794 | +$2,794 | +$2,794 |
| $615 (+10%) | +$5,589 | +$5,589 | +$5,589 |
| $630 (+13%) โ target | +$7,112 | +$7,112 | +$7,112 |
| $643 (+15%) | +$8,383 | +$8,383 | +$8,383 |
| $671 (+20%) | +$11,178 | +$11,178 | +$11,178 |
Uses VRTX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.