Target Price Playground
COST
$935.68
🟢
COST IV: 22.6% — LOW
(-42.7% vs 30d avg of 39.5%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $820 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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
Moderately bearish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $940 · Dec '26
Qty 1 · Premium $36.22 · Δ -0.49
SHORT PUT · $860 · Dec '26
Qty 1 · Premium $8.81 · Δ -0.17
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If COST hits $820 by Dec 18: the bear put spread returns +$5,259 (191.9%) on $2,741 risked, vs $-11,568 (-12.4%) for 100 shares on $93,568. Options give 15.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 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.
📊 Projected Return
P&L if COST hits $820 by Dec 18
+$5,259
+191.9% on $2,741 risked
Max Profit
+$5,259
If the stock ≤ $860 at expiry
Max Loss
−$2,741
Net debit
Break-even
$912.59
-2.47% from spot
Prob. of Target Hit
30%
IV-implied, 72d (rough)
Net Δ / Θ / V
-31.88 / -6.24 / 65.0
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| COST Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $749 (-20%) | +$4,653 | +$4,937 | +$5,186 | +$5,259 |
| $795 (-15%) | +$3,925 | +$4,318 | +$4,858 | +$5,259 |
| $820 (-12%) ← target | +$3,383 | +$3,769 | +$4,399 | +$5,259 |
| $842 (-10%) | +$2,820 | +$3,150 | +$3,749 | +$5,259 |
| $889 (-5%) | +$1,491 | +$1,578 | +$1,743 | +$2,369 |
| $917 (-2%) | +$687 | +$603 | +$410 | -$438 |
| $936 (0%) ← spot | +$180 | -$5 | -$394 | -$2,309 |
| $954 (+2%) | -$291 | -$555 | -$1,075 | -$2,741 |
| $982 (+5%) | -$912 | -$1,248 | -$1,832 | -$2,741 |
| $1029 (+10%) | -$1,697 | -$2,036 | -$2,480 | -$2,741 |
| $1076 (+15%) | -$2,194 | -$2,450 | -$2,685 | -$2,741 |
| $1123 (+20%) | -$2,476 | -$2,635 | -$2,732 | -$2,741 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.