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 $150 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $130 · Dec '26
Qty 1 · Premium $4.52 · Δ 0.52
LONG PUT · $130 · Dec '26
Qty 1 · Premium $3.54 · Δ -0.47
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If AEP hits $150 by Dec 18: the long straddle returns +$1,194 (148.1%) on $806 risked, vs +$1,979 (15.2%) for 100 shares on $13,021. Options give 9.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if AEP is at $150. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AEP hits $150 by Dec 18
+$1,194
+148.1% on $806 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$806
Both premiums paid
Break-even
$138.06
+6.03% from spot
Prob. of Target Hit
5%
IV-implied, 48d (rough)
Net Δ / Θ / V
4.87 / -7.86 / 37.56
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%) | +$1,702 | +$1,726 | +$1,751 | +$1,777 |
| $111 (-15%) | +$1,065 | +$1,078 | +$1,100 | +$1,126 |
| $117 (-10%) | +$492 | +$462 | +$454 | +$475 |
| $124 (-5%) | +$97 | -$7 | -$118 | -$176 |
| $128 (-2%) | -$1 | -$140 | -$315 | -$567 |
| $130 (0%) ← spot | -$0 | -$148 | -$340 | -$785 |
| $133 (+2%) | +$54 | -$92 | -$275 | -$525 |
| $137 (+5%) | +$224 | +$99 | -$37 | -$134 |
| $143 (+10%) | +$684 | +$609 | +$548 | +$517 |
| $150 (+15%) ← target | +$1,293 | +$1,251 | +$1,220 | +$1,194 |
| $156 (+20%) | +$1,901 | +$1,871 | +$1,845 | +$1,819 |
Uses AEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.