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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $130 · Dec '26
Qty 1 · Premium $4.52 · Δ 0.52
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If AEP hits $145 by Dec 18: the long call returns +$1,048 (231.9%) on $452 risked, vs +$1,479 (11.4%) for 100 shares on $13,021. Options give 20.3× 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
+$1,048
+231.9% on $452 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$452
Premium paid
Break-even
$134.52
+3.31% from spot
Prob. of Target Hit
14%
IV-implied, 48d (rough)
Net Δ / Θ / V
52.24 / -3.78 / 18.78
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%) | -$451 | -$452 | -$452 | -$452 |
| $111 (-15%) | -$444 | -$450 | -$452 | -$452 |
| $117 (-10%) | -$405 | -$433 | -$450 | -$452 |
| $124 (-5%) | -$277 | -$342 | -$410 | -$452 |
| $128 (-2%) | -$131 | -$213 | -$313 | -$452 |
| $130 (0%) ← spot | -$0 | -$87 | -$196 | -$431 |
| $133 (+2%) | +$157 | +$71 | -$33 | -$171 |
| $137 (+5%) | +$437 | +$362 | +$281 | +$220 |
| $143 (+10%) | +$993 | +$943 | +$900 | +$871 |
| $145 (+11%) ← target | +$1,157 | +$1,112 | +$1,075 | +$1,048 |
| $150 (+15%) | +$1,611 | +$1,576 | +$1,548 | +$1,522 |
| $156 (+20%) | +$2,252 | +$2,225 | +$2,199 | +$2,173 |
Uses AEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.