Target Price Playground
COST
$935.68
🟢
COST IV: 22.6% — LOW
(-42.7% vs 30d avg of 39.5%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1050 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
72d from today
⚙️ Legs
LONG CALL · $940 · Dec '26
Qty 1 · Premium $36.55 · Δ 0.52
SHORT CALL · $1010 · Dec '26
Qty 1 · Premium $20.48 · Δ 0.31
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If COST hits $1050 by Dec 18: the bull call spread returns +$5,393 (335.6%) on $1,607 risked, vs +$11,432 (12.2%) for 100 shares on $93,568. Options give 27.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if COST is at $1050. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if COST hits $1050 by Dec 18
+$5,393
+335.6% on $1,607 risked
Max Profit
+$5,393
If the stock ≥ $1010 at expiry
Max Loss
−$1,607
Net debit
Break-even
$956.07
+2.18% from spot
Prob. of Target Hit
30%
IV-implied, 72d (rough)
Net Δ / Θ / V
21.85 / 1.4 / 19.44
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
| COST Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $749 (-20%) | -$1,503 | -$1,579 | -$1,606 | -$1,607 |
| $795 (-15%) | -$1,276 | -$1,461 | -$1,591 | -$1,607 |
| $842 (-10%) | -$802 | -$1,104 | -$1,459 | -$1,607 |
| $889 (-5%) | -$31 | -$355 | -$901 | -$1,607 |
| $917 (-2%) | +$556 | +$295 | -$213 | -$1,607 |
| $936 (0%) ← spot | +$981 | +$791 | +$398 | -$1,607 |
| $954 (+2%) | +$1,421 | +$1,319 | +$1,097 | -$168 |
| $982 (+5%) | +$2,082 | +$2,124 | +$2,208 | +$2,639 |
| $1029 (+10%) | +$3,103 | +$3,346 | +$3,821 | +$5,393 |
| $1050 (+12%) ← target | +$3,496 | +$3,794 | +$4,335 | +$5,393 |
| $1076 (+15%) | +$3,925 | +$4,257 | +$4,791 | +$5,393 |
| $1123 (+20%) | +$4,511 | +$4,824 | +$5,205 | +$5,393 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.