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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If COST hits $820 by Sep 18: the long put returns +$8,765 (270.9%) on $3,235 risked, vs $-11,503 (-12.3%) for 100 shares on $93,503. Options give 22.0ร 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
+$8,765
+270.9% on $3,235 risked
Max Profit
+$90,765
If stock โ $0
Max Loss
โ$3,235
Premium paid
Break-even
$907.65
-2.93% from spot
Prob. of Target Hit
28%
IV-implied, 54d (rough)
Net ฮ / ฮ / V
-49.62 / -23.46 / 144.85
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%) | +$15,434 | +$15,568 | +$15,755 | +$15,963 |
| $795 (-15%) | +$11,015 | +$11,000 | +$11,090 | +$11,287 |
| $820 (-12%) โ target | +$8,778 | +$8,637 | +$8,601 | +$8,765 |
| $842 (-10%) | +$6,985 | +$6,721 | +$6,526 | +$6,612 |
| $888 (-5%) | +$3,579 | +$3,052 | +$2,422 | +$1,937 |
| $916 (-2%) | +$1,908 | +$1,273 | +$434 | -$868 |
| $935 (0%) โ spot | +$958 | +$285 | -$624 | -$2,738 |
| $954 (+2%) | +$139 | -$543 | -$1,458 | -$3,235 |
| $982 (+5%) | -$860 | -$1,505 | -$2,320 | -$3,235 |
| $1029 (+10%) | -$1,996 | -$2,491 | -$2,997 | -$3,235 |
| $1075 (+15%) | -$2,638 | -$2,954 | -$3,189 | -$3,235 |
| $1122 (+20%) | -$2,968 | -$3,141 | -$3,228 | -$3,235 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.