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 $890 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
54d from today
โ๏ธ Legs
LONG PUT ยท $940 ยท Oct '26
Qty 1 ยท Premium $47.6 ยท ฮ -0.48
SHORT PUT ยท $890 ยท Sep '26
Qty 1 ยท Premium $12.52 ยท ฮ -0.25
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If COST hits $890 by Sep 18: the diagonal put spread returns +$1,819 (51.8%) on $3,508 risked, vs $-4,503 (-4.8%) for 100 shares on $93,503. Options give 10.8ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (54 days out). P&L shown is the value at expiry if COST is at $890. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COST hits $890 by Sep 18
+$1,819
+51.8% on $3,508 risked
Max Profit
+$1,736
If the stock price is favorable
Max Loss
โ$3,508
Worst-case within chart range
Break-even
$915.57
-2.08% from spot
Prob. of Target Hit
67%
IV-implied, 54d (rough)
Net ฮ / ฮ / V
-23.59 / -0.91 / 57.61
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%) | +$1,147 | +$1,202 | +$1,205 | +$1,175 |
| $795 (-15%) | +$1,028 | +$1,178 | +$1,296 | +$1,229 |
| $842 (-10%) | +$710 | +$945 | +$1,276 | +$1,498 |
| $890 (-5%) โ target | +$128 | +$347 | +$727 | +$2,389 |
| $916 (-2%) | -$273 | -$118 | +$148 | +$662 |
| $935 (0%) โ spot | -$579 | -$484 | -$340 | -$350 |
| $954 (+2%) | -$892 | -$862 | -$849 | -$1,182 |
| $982 (+5%) | -$1,355 | -$1,418 | -$1,576 | -$2,113 |
| $1029 (+10%) | -$2,050 | -$2,219 | -$2,513 | -$2,993 |
| $1075 (+15%) | -$2,592 | -$2,790 | -$3,059 | -$3,348 |
| $1122 (+20%) | -$2,970 | -$3,141 | -$3,326 | -$3,466 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.