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 $1030 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
Own stock + buy put as insurance against downside.
๐ฏ Target
54d from today
โ๏ธ Legs
LONG 100 SHARES
@ $935.03 ยท ฮ 1.00
LONG PUT ยท $890 ยท Sep '26
Qty 1 ยท Premium $12.52 ยท ฮ -0.25
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If COST hits $1030 by Sep 18: the protective put returns +$8,245 (8.7%) on $94,755 risked, vs +$9,497 (10.2%) for 100 shares on $93,503. Options give 0.9ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (54 days out). P&L shown is the value at expiry if COST is at $1030. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COST hits $1030 by Sep 18
+$8,245
+8.7% on $94,755 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$5,755
Put floors you at $890
Break-even
$947.55
+1.34% from spot
Prob. of Target Hit
37%
IV-implied, 54d (rough)
Net ฮ / ฮ / V
75.38 / -20.03 / 119.3
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%) | -$6,050 | -$6,045 | -$5,944 | -$5,755 |
| $795 (-15%) | -$5,440 | -$5,678 | -$5,846 | -$5,755 |
| $842 (-10%) | -$4,183 | -$4,684 | -$5,285 | -$5,755 |
| $888 (-5%) | -$2,096 | -$2,737 | -$3,603 | -$5,755 |
| $916 (-2%) | -$433 | -$1,068 | -$1,900 | -$3,122 |
| $935 (0%) โ spot | +$832 | +$234 | -$506 | -$1,252 |
| $954 (+2%) | +$2,210 | +$1,668 | +$1,049 | +$618 |
| $982 (+5%) | +$4,457 | +$4,020 | +$3,595 | +$3,423 |
| $1030 (+10%) โ target | +$8,703 | +$8,445 | +$8,272 | +$8,245 |
| $1075 (+15%) | +$12,970 | +$12,836 | +$12,776 | +$12,773 |
| $1122 (+20%) | +$17,525 | +$17,466 | +$17,449 | +$17,449 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.