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 $890 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $940 · Jan '27
Qty 1 · Premium $38.65 · Δ -0.48
SHORT PUT · $890 · Dec '26
Qty 1 · Premium $14.79 · Δ -0.26
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If COST hits $890 by Dec 18: the diagonal put spread returns +$2,827 (118.5%) on $2,386 risked, vs $-4,568 (-4.9%) for 100 shares on $93,568. Options give 24.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if COST is at $890. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if COST hits $890 by Dec 18
+$2,827
+118.5% on $2,386 risked
Max Profit
+$2,763
If the stock price is favorable
Max Loss
−$2,386
Worst-case within chart range
Break-even
$932.17
-0.37% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
-21.55 / 0.33 / 58.05
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%) | +$2,194 | +$2,276 | +$2,307 | +$2,292 |
| $795 (-15%) | +$2,013 | +$2,188 | +$2,348 | +$2,321 |
| $842 (-10%) | +$1,633 | +$1,875 | +$2,227 | +$2,514 |
| $890 (-5%) ← target | +$1,029 | +$1,234 | +$1,597 | +$3,276 |
| $917 (-2%) | +$619 | +$755 | +$991 | +$1,462 |
| $936 (0%) ← spot | +$321 | +$397 | +$511 | +$442 |
| $954 (+2%) | +$21 | +$35 | +$21 | -$379 |
| $982 (+5%) | -$416 | -$490 | -$666 | -$1,263 |
| $1029 (+10%) | -$1,060 | -$1,231 | -$1,530 | -$2,031 |
| $1076 (+15%) | -$1,556 | -$1,750 | -$2,018 | -$2,296 |
| $1123 (+20%) | -$1,900 | -$2,066 | -$2,246 | -$2,368 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.