Target Price Playground
COST
$935.03
๐ข
COST IV: 24.5% โ LOW
(-45.8% vs 30d avg of 45.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $820 by Sep 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
54d from today
โ๏ธ Legs
LONG PUT ยท $940 ยท Sep '26
Qty 1 ยท Premium $32.35 ยท ฮ -0.5
SHORT PUT ยท $860 ยท Sep '26
Qty 1 ยท Premium $6.56 ยท ฮ -0.14
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If COST hits $820 by Sep 18: the bear put spread returns +$5,421 (210.2%) on $2,579 risked, vs $-11,503 (-12.3%) for 100 shares on $93,503. Options give 17.1ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (54 days out). P&L shown is the value at expiry if COST is at $820. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COST hits $820 by Sep 18
+$5,421
+210.2% on $2,579 risked
Max Profit
+$5,421
If the stock โค $860 at expiry
Max Loss
โ$2,579
Net debit
Break-even
$914.21
-2.23% from spot
Prob. of Target Hit
28%
IV-implied, 54d (rough)
Net ฮ / ฮ / V
-35.52 / -8.55 / 56.93
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| COST Price | Today | Aug 13 | Aug 31 | Sep 18 (exp) |
|---|---|---|---|---|
| $748 (-20%) | +$4,910 | +$5,161 | +$5,368 | +$5,421 |
| $795 (-15%) | +$4,215 | +$4,587 | +$5,084 | +$5,421 |
| $820 (-12%) โ target | +$3,663 | +$4,038 | +$4,642 | +$5,421 |
| $842 (-10%) | +$3,107 | +$3,432 | +$4,021 | +$5,421 |
| $888 (-5%) | +$1,736 | +$1,819 | +$1,981 | +$2,593 |
| $916 (-2%) | +$898 | +$803 | +$599 | -$212 |
| $935 (0%) โ spot | +$367 | +$170 | -$236 | -$2,082 |
| $954 (+2%) | -$124 | -$403 | -$940 | -$2,579 |
| $982 (+5%) | -$769 | -$1,119 | -$1,710 | -$2,579 |
| $1029 (+10%) | -$1,575 | -$1,916 | -$2,346 | -$2,579 |
| $1075 (+15%) | -$2,072 | -$2,319 | -$2,533 | -$2,579 |
| $1122 (+20%) | -$2,344 | -$2,490 | -$2,572 | -$2,579 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.