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 $1050 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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $940 · Dec '26
Qty 1 · Premium $36.55 · Δ 0.52
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If COST hits $1050 by Dec 18: the long call returns +$7,345 (201.0%) on $3,655 risked, vs +$11,432 (12.2%) for 100 shares on $93,568. Options give 16.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if COST is at $1050. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if COST hits $1050 by Dec 18
+$7,345
+201.0% on $3,655 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$3,655
Premium paid
Break-even
$976.55
+4.37% from spot
Prob. of Target Hit
30%
IV-implied, 72d (rough)
Net Δ / Θ / V
52.43 / -29.02 / 165.18
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%) | -$3,526 | -$3,624 | -$3,654 | -$3,655 |
| $795 (-15%) | -$3,216 | -$3,485 | -$3,638 | -$3,655 |
| $842 (-10%) | -$2,494 | -$3,028 | -$3,498 | -$3,655 |
| $889 (-5%) | -$1,140 | -$1,941 | -$2,860 | -$3,655 |
| $917 (-2%) | +$37 | -$872 | -$1,998 | -$3,655 |
| $936 (0%) ← spot | +$981 | +$33 | -$1,163 | -$3,655 |
| $954 (+2%) | +$2,049 | +$1,090 | -$113 | -$2,216 |
| $982 (+5%) | +$3,871 | +$2,944 | +$1,835 | +$591 |
| $1029 (+10%) | +$7,414 | +$6,628 | +$5,817 | +$5,270 |
| $1050 (+12%) ← target | +$9,149 | +$8,441 | +$7,763 | +$7,345 |
| $1076 (+15%) | +$11,434 | +$10,822 | +$10,283 | +$9,948 |
| $1123 (+20%) | +$15,763 | +$15,295 | +$14,914 | +$14,627 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.