Target Price Playground
COST
$935.03
๐ข
COST IV: 24.5% โ LOW
(-45.9% vs 30d avg of 45.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1010 by Sep 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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, sell OTM call for income. Caps upside.
๐ฏ Target
54d from today
โ๏ธ Legs
LONG 100 SHARES
@ $935.03 ยท ฮ 1.00
SHORT CALL ยท $1010 ยท Sep '26
Qty 1 ยท Premium $9.15 ยท ฮ 0.22
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If COST hits $1010 by Sep 18: the covered call returns +$8,412 (9.1%) on $92,588 risked, vs +$7,497 (8.0%) for 100 shares on $93,503. Options give 1.1ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (54 days out). P&L shown is the value at expiry if COST is at $1010. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COST hits $1010 by Sep 18
+$8,412
+9.1% on $92,588 risked
Max Profit
+$8,412
If the stock โฅ $1010 at expiry
Max Loss
โ$92,588
If stock โ $0 (minus premium received)
Break-even
$925.88
-0.98% from spot
Prob. of Target Hit
48%
IV-implied, 54d (rough)
Net ฮ / ฮ / V
78.34 / 23.2 / -104.8
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| COST Price | Today | Aug 13 | Aug 31 | Sep 18 (exp) |
|---|---|---|---|---|
| $748 (-20%) | -$17,802 | -$17,788 | -$17,786 | -$17,786 |
| $795 (-15%) | -$13,188 | -$13,126 | -$13,110 | -$13,110 |
| $842 (-10%) | -$8,716 | -$8,528 | -$8,441 | -$8,435 |
| $888 (-5%) | -$4,551 | -$4,137 | -$3,827 | -$3,760 |
| $916 (-2%) | -$2,285 | -$1,706 | -$1,167 | -$955 |
| $935 (0%) โ spot | -$899 | -$212 | +$506 | +$915 |
| $954 (+2%) | +$375 | +$1,161 | +$2,055 | +$2,785 |
| $982 (+5%) | +$2,063 | +$2,960 | +$4,069 | +$5,590 |
| $1010 (+8%) โ target | +$3,484 | +$4,435 | +$5,644 | +$8,412 |
| $1029 (+10%) | +$4,267 | +$5,221 | +$6,421 | +$8,412 |
| $1075 (+15%) | +$5,763 | +$6,624 | +$7,598 | +$8,412 |
| $1122 (+20%) | +$6,692 | +$7,381 | +$8,036 | +$8,412 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.