Target Price Playground
AEP
$130.21
🟢
AEP IV: 19.0% — LOW
(-33.0% vs 30d avg of 28.3%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $145 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $130 · Dec '26
Qty 1 · Premium $4.52 · Δ 0.52
SHORT CALL · $140 · Dec '26
Qty 1 · Premium $1.0 · Δ 0.16
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If AEP hits $145 by Dec 18: the bull call spread returns +$648 (184.1%) on $352 risked, vs +$1,479 (11.4%) for 100 shares on $13,021. Options give 16.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if AEP is at $145. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AEP hits $145 by Dec 18
+$648
+184.1% on $352 risked
Max Profit
+$648
If the stock ≥ $140 at expiry
Max Loss
−$352
Net debit
Break-even
$133.52
+2.54% from spot
Prob. of Target Hit
14%
IV-implied, 48d (rough)
Net Δ / Θ / V
36.38 / -1.49 / 5.68
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| AEP Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $104 (-20%) | -$351 | -$352 | -$352 | -$352 |
| $111 (-15%) | -$345 | -$350 | -$352 | -$352 |
| $117 (-10%) | -$310 | -$334 | -$350 | -$352 |
| $124 (-5%) | -$205 | -$251 | -$311 | -$352 |
| $128 (-2%) | -$99 | -$144 | -$218 | -$352 |
| $130 (0%) ← spot | -$13 | -$47 | -$111 | -$331 |
| $133 (+2%) | +$80 | +$62 | +$28 | -$71 |
| $137 (+5%) | +$222 | +$233 | +$256 | +$320 |
| $143 (+10%) | +$424 | +$465 | +$534 | +$648 |
| $145 (+11%) ← target | +$466 | +$509 | +$575 | +$648 |
| $150 (+15%) | +$550 | +$588 | +$629 | +$648 |
| $156 (+20%) | +$611 | +$631 | +$645 | +$648 |
Uses AEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.