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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $940 · Dec '26
Qty 1 · Premium $36.22 · Δ -0.49
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If COST hits $820 by Dec 18: the long put returns +$8,378 (231.3%) on $3,622 risked, vs $-11,568 (-12.4%) for 100 shares on $93,568. Options give 18.7× 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
+$8,378
+231.3% on $3,622 risked
Max Profit
+$90,378
If stock → $0
Max Loss
−$3,622
Premium paid
Break-even
$903.78
-3.41% from spot
Prob. of Target Hit
30%
IV-implied, 72d (rough)
Net Δ / Θ / V
-48.54 / -20.61 / 164.92
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%) | +$14,822 | +$15,001 | +$15,247 | +$15,524 |
| $795 (-15%) | +$10,453 | +$10,460 | +$10,584 | +$10,845 |
| $820 (-12%) ← target | +$8,301 | +$8,176 | +$8,160 | +$8,378 |
| $842 (-10%) | +$6,498 | +$6,240 | +$6,047 | +$6,167 |
| $889 (-5%) | +$3,172 | +$2,648 | +$2,005 | +$1,488 |
| $917 (-2%) | +$1,543 | +$910 | +$61 | -$1,319 |
| $936 (0%) ← spot | +$615 | -$57 | -$976 | -$3,190 |
| $954 (+2%) | -$188 | -$870 | -$1,796 | -$3,622 |
| $982 (+5%) | -$1,173 | -$1,823 | -$2,656 | -$3,622 |
| $1029 (+10%) | -$2,308 | -$2,818 | -$3,353 | -$3,622 |
| $1076 (+15%) | -$2,966 | -$3,303 | -$3,565 | -$3,622 |
| $1123 (+20%) | -$3,316 | -$3,509 | -$3,613 | -$3,622 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.