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 $1010 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
Own stock, sell OTM call for income. Caps upside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $935.68 · Δ 1.00
SHORT CALL · $1010 · Dec '26
Qty 1 · Premium $20.48 · Δ 0.31
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If COST hits $1010 by Dec 18: the covered call returns +$9,480 (10.4%) on $91,520 risked, vs +$7,432 (7.9%) for 100 shares on $93,568. Options give 1.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if COST is at $1010. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if COST hits $1010 by Dec 18
+$9,480
+10.4% on $91,520 risked
Max Profit
+$9,480
If the stock ≥ $1010 at expiry
Max Loss
−$91,520
If stock → $0 (minus premium received)
Break-even
$915.20
-2.19% from spot
Prob. of Target Hit
50%
IV-implied, 72d (rough)
Net Δ / Θ / V
69.42 / 30.42 / -145.75
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%) | -$16,691 | -$16,669 | -$16,666 | -$16,666 |
| $795 (-15%) | -$12,095 | -$12,011 | -$11,987 | -$11,987 |
| $842 (-10%) | -$7,666 | -$7,434 | -$7,318 | -$7,309 |
| $889 (-5%) | -$3,569 | -$3,092 | -$2,720 | -$2,630 |
| $917 (-2%) | -$1,353 | -$704 | -$86 | +$177 |
| $936 (0%) ← spot | -$0 | +$758 | +$1,561 | +$2,048 |
| $954 (+2%) | +$1,242 | +$2,100 | +$3,081 | +$3,919 |
| $982 (+5%) | +$2,889 | +$3,857 | +$5,052 | +$6,726 |
| $1010 (+8%) ← target | +$4,246 | +$5,270 | +$6,562 | +$9,480 |
| $1029 (+10%) | +$5,045 | +$6,075 | +$7,361 | +$9,480 |
| $1076 (+15%) | +$6,525 | +$7,470 | +$8,543 | +$9,480 |
| $1123 (+20%) | +$7,462 | +$8,243 | +$9,005 | +$9,480 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.