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 $1050 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
54d from today
โ๏ธ Legs
LONG 100 SHARES
@ $935.03 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If COST hits $1050 by Sep 18: the long stock returns +$11,497 (12.3%) on $93,503 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if COST hits $1050 by Sep 18
+$11,497
+12.3% on $93,503 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$93,503
If stock โ $0
Break-even
$935.03
+0.0% from spot
Prob. of Target Hit
28%
IV-implied, 54d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 25 | Sep 24 (exp) |
|---|---|---|---|
| $748 (-20%) | -$18,701 | -$18,701 | -$18,701 |
| $795 (-15%) | -$14,025 | -$14,025 | -$14,025 |
| $842 (-10%) | -$9,350 | -$9,350 | -$9,350 |
| $888 (-5%) | -$4,675 | -$4,675 | -$4,675 |
| $916 (-2%) | -$1,870 | -$1,870 | -$1,870 |
| $935 (0%) โ spot | +$0 | +$0 | +$0 |
| $954 (+2%) | +$1,870 | +$1,870 | +$1,870 |
| $982 (+5%) | +$4,675 | +$4,675 | +$4,675 |
| $1029 (+10%) | +$9,350 | +$9,350 | +$9,350 |
| $1050 (+12%) โ target | +$11,497 | +$11,497 | +$11,497 |
| $1075 (+15%) | +$14,025 | +$14,025 | +$14,025 |
| $1122 (+20%) | +$18,701 | +$18,701 | +$18,701 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.