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 $1080 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $940 · Dec '26
Qty 1 · Premium $36.55 · Δ 0.52
LONG PUT · $940 · Dec '26
Qty 1 · Premium $36.22 · Δ -0.49
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If COST hits $1080 by Dec 18: the long straddle returns +$6,723 (92.4%) on $7,277 risked, vs +$14,432 (15.4%) for 100 shares on $93,568. Options give 6.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if COST is at $1080. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if COST hits $1080 by Dec 18
+$6,723
+92.4% on $7,277 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$7,277
Both premiums paid
Break-even
$867.23
-7.32% from spot
Prob. of Target Hit
20%
IV-implied, 72d (rough)
Net Δ / Θ / V
3.9 / -49.63 / 330.1
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%) | +$11,296 | +$11,377 | +$11,593 | +$11,869 |
| $795 (-15%) | +$7,236 | +$6,975 | +$6,946 | +$7,190 |
| $842 (-10%) | +$4,004 | +$3,212 | +$2,549 | +$2,512 |
| $889 (-5%) | +$2,033 | +$707 | -$854 | -$2,167 |
| $917 (-2%) | +$1,580 | +$38 | -$1,937 | -$4,974 |
| $936 (0%) ← spot | +$1,596 | -$24 | -$2,139 | -$6,845 |
| $954 (+2%) | +$1,861 | +$220 | -$1,909 | -$5,838 |
| $982 (+5%) | +$2,699 | +$1,121 | -$822 | -$3,031 |
| $1029 (+10%) | +$5,106 | +$3,810 | +$2,464 | +$1,648 |
| $1080 (+15%) ← target | +$8,786 | +$7,865 | +$7,100 | +$6,723 |
| $1123 (+20%) | +$12,447 | +$11,786 | +$11,302 | +$11,005 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.