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 $115 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $130 · Dec '26
Qty 1 · Premium $3.54 · Δ -0.47
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If AEP hits $115 by Dec 18: the long put returns +$1,146 (323.7%) on $354 risked, vs $-1,521 (-11.7%) for 100 shares on $13,021. Options give 27.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if AEP is at $115. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AEP hits $115 by Dec 18
+$1,146
+323.7% on $354 risked
Max Profit
+$12,646
If stock → $0
Max Loss
−$354
Premium paid
Break-even
$126.46
-2.88% from spot
Prob. of Target Hit
13%
IV-implied, 48d (rough)
Net Δ / Θ / V
-47.37 / -4.08 / 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%) | +$2,153 | +$2,178 | +$2,203 | +$2,229 |
| $111 (-15%) | +$1,509 | +$1,528 | +$1,552 | +$1,578 |
| $115 (-12%) ← target | +$1,097 | +$1,104 | +$1,121 | +$1,146 |
| $117 (-10%) | +$897 | +$895 | +$904 | +$927 |
| $124 (-5%) | +$374 | +$335 | +$292 | +$276 |
| $128 (-2%) | +$129 | +$73 | -$2 | -$115 |
| $130 (0%) ← spot | +$0 | -$61 | -$145 | -$354 |
| $133 (+2%) | -$103 | -$163 | -$242 | -$354 |
| $137 (+5%) | -$213 | -$263 | -$318 | -$354 |
| $143 (+10%) | -$309 | -$334 | -$351 | -$354 |
| $150 (+15%) | -$342 | -$351 | -$354 | -$354 |
| $156 (+20%) | -$351 | -$354 | -$354 | -$354 |
Uses AEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.