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 $1030 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 + buy put as insurance against downside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $935.68 · Δ 1.00
LONG PUT · $890 · Dec '26
Qty 1 · Premium $14.79 · Δ -0.26
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If COST hits $1030 by Dec 18: the protective put returns +$7,953 (8.4%) on $95,047 risked, vs +$9,432 (10.1%) for 100 shares on $93,568. Options give 0.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if COST is at $1030. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if COST hits $1030 by Dec 18
+$7,953
+8.4% on $95,047 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$6,047
Put floors you at $890
Break-even
$950.47
+1.58% from spot
Prob. of Target Hit
40%
IV-implied, 72d (rough)
Net Δ / Θ / V
73.92 / -17.23 / 135.24
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%) | -$6,462 | -$6,434 | -$6,298 | -$6,047 |
| $795 (-15%) | -$5,776 | -$6,008 | -$6,173 | -$6,047 |
| $842 (-10%) | -$4,434 | -$4,933 | -$5,546 | -$6,047 |
| $889 (-5%) | -$2,282 | -$2,921 | -$3,797 | -$6,047 |
| $917 (-2%) | -$597 | -$1,234 | -$2,079 | -$3,350 |
| $936 (0%) ← spot | +$677 | +$73 | -$687 | -$1,479 |
| $954 (+2%) | +$2,057 | +$1,505 | +$863 | +$392 |
| $982 (+5%) | +$4,302 | +$3,849 | +$3,396 | +$3,199 |
| $1030 (+10%) ← target | +$8,468 | +$8,188 | +$7,988 | +$7,953 |
| $1076 (+15%) | +$12,785 | +$12,634 | +$12,561 | +$12,556 |
| $1123 (+20%) | +$17,329 | +$17,258 | +$17,236 | +$17,235 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.