Target Price Playground

Templates Custom Builder LEAP Simulator
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 $135 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $120 · Dec '26
Qty 1 · Premium $0.9 · Δ -0.16
P&L at Expiry Now $130 Target $135 $91 $130 $169
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If AEP hits $135 by Dec 18: the cash-secured put returns +$90 (0.8%) on $-90 credit (max loss $11,910), vs +$479 (3.7%) for 100 shares on $13,021. Options give 0.2× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if AEP is at $135. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if AEP hits $135 by Dec 18
+$90
+0.8% on $11,910 max loss
Max Profit
+$90
If the stock ≥ $120 at expiry
Max Loss
−$11,910
If stock → $0 after assignment
Break-even
$119.10
-8.53% from spot
Prob. of Target Hit
64%
IV-implied, 48d (rough)
Net Δ / Θ / V
16.18 / 2.82 / -12.02
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

AEP Price Today Nov 16 Dec 2 Dec 18 (exp)
$104 (-20%) -$1,436 -$1,449 -$1,469 -$1,493
$111 (-15%) -$850 -$834 -$826 -$842
$117 (-10%) -$390 -$340 -$275 -$191
$124 (-5%) -$106 -$52 +$15 +$90
$128 (-2%) -$11 +$29 +$71 +$90
$130 (0%) ← spot +$28 +$58 +$83 +$90
$133 (+2%) +$53 +$74 +$88 +$90
$135 (+4%) ← target +$67 +$82 +$89 +$90
$137 (+5%) +$74 +$85 +$90 +$90
$143 (+10%) +$87 +$89 +$90 +$90
$150 (+15%) +$89 +$90 +$90 +$90
$156 (+20%) +$90 +$90 +$90 +$90
Uses AEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.