Target Price Playground

Templates Custom Builder LEAP Simulator
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 $980 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $860 · Dec '26
Qty 1 · Premium $8.81 · Δ -0.17
P&L at Expiry Now $936 Target $980 $655 $936 $1216
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If COST hits $980 by Dec 18: the cash-secured put returns +$881 (1.0%) on $-881 credit (max loss $85,119), vs +$4,432 (4.7%) for 100 shares on $93,568. Options give 0.2× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if COST is at $980. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if COST hits $980 by Dec 18
+$881
+1.0% on $85,119 max loss
Max Profit
+$881
If the stock ≥ $860 at expiry
Max Loss
−$85,119
If stock → $0 after assignment
Break-even
$851.19
-9.03% from spot
Prob. of Target Hit
69%
IV-implied, 72d (rough)
Net Δ / Θ / V
16.66 / 14.37 / -99.92
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

COST Price Today Oct 31 Nov 24 Dec 18 (exp)
$749 (-20%) -$10,169 -$10,064 -$10,061 -$10,265
$795 (-15%) -$6,528 -$6,142 -$5,726 -$5,586
$842 (-10%) -$3,678 -$3,090 -$2,297 -$908
$889 (-5%) -$1,682 -$1,069 -$263 +$881
$917 (-2%) -$856 -$306 +$349 +$881
$936 (0%) ← spot -$436 +$52 +$582 +$881
$954 (+2%) -$103 +$316 +$721 +$881
$980 (+5%) ← target +$234 +$558 +$819 +$881
$1029 (+10%) +$611 +$782 +$873 +$881
$1076 (+15%) +$772 +$853 +$880 +$881
$1123 (+20%) +$840 +$874 +$881 +$881
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.