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 $1080 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
54d from today
โ๏ธ Legs
LONG CALL ยท $940 ยท Sep '26
Qty 1 ยท Premium $32.5 ยท ฮ 0.51
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If COST hits $1080 by Sep 18: the long straddle returns +$7,515 (115.9%) on $6,485 risked, vs +$14,497 (15.5%) for 100 shares on $93,503. Options give 7.5ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (54 days out). P&L shown is the value at expiry if COST is at $1080. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COST hits $1080 by Sep 18
+$7,515
+115.9% on $6,485 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$6,485
Both premiums paid
Break-even
$875.15
-6.4% from spot
Prob. of Target Hit
17%
IV-implied, 54d (rough)
Net ฮ / ฮ / V
1.66 / -56.48 / 289.83
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%) | +$12,279 | +$12,339 | +$12,505 | +$12,713 |
| $795 (-15%) | +$8,118 | +$7,880 | +$7,851 | +$8,037 |
| $842 (-10%) | +$4,732 | +$3,997 | +$3,399 | +$3,362 |
| $888 (-5%) | +$2,594 | +$1,334 | -$135 | -$1,313 |
| $916 (-2%) | +$2,057 | +$580 | -$1,306 | -$4,118 |
| $935 (0%) โ spot | +$2,029 | +$475 | -$1,552 | -$5,988 |
| $954 (+2%) | +$2,260 | +$689 | -$1,349 | -$5,112 |
| $982 (+5%) | +$3,067 | +$1,569 | -$269 | -$2,307 |
| $1029 (+10%) | +$5,469 | +$4,272 | +$3,053 | +$2,368 |
| $1080 (+16%) โ target | +$9,242 | +$8,437 | +$7,801 | +$7,515 |
| $1122 (+20%) | +$12,876 | +$12,323 | +$11,941 | +$11,719 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.