Target Price Playground
CSCO
$115.99
๐ข
CSCO IV: 37.7% โ LOW
(-43.5% vs 30d avg of 66.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $100 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG PUT ยท $115 ยท Sep '26
Qty 1 ยท Premium $7.0 ยท ฮ -0.44
SHORT PUT ยท $105 ยท Sep '26
Qty 1 ยท Premium $3.14 ยท ฮ -0.25
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $100 by Sep 18: the bear put spread returns +$614 (159.1%) on $386 risked, vs $-1,599 (-13.8%) for 100 shares on $11,599. Options give 11.5ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (48 days out). P&L shown is the value at expiry if CSCO is at $100. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $100 by Sep 18
+$614
+159.1% on $386 risked
Max Profit
+$614
If the stock โค $105 at expiry
Max Loss
โ$386
Net debit
Break-even
$111.14
-4.18% from spot
Prob. of Target Hit
36%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
-19.75 / -1.25 / 2.86
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
| CSCO Price | Today | Aug 17 | Sep 2 | Sep 18 (exp) |
|---|---|---|---|---|
| $93 (-20%) | +$481 | +$525 | +$582 | +$614 |
| $99 (-15%) | +$381 | +$424 | +$499 | +$614 |
| $100 (-14%) โ target | +$352 | +$393 | +$467 | +$614 |
| $104 (-10%) | +$256 | +$281 | +$334 | +$614 |
| $110 (-5%) | +$120 | +$117 | +$112 | +$95 |
| $114 (-2%) | +$41 | +$21 | -$20 | -$253 |
| $116 (0%) โ spot | -$10 | -$39 | -$99 | -$386 |
| $118 (+2%) | -$57 | -$95 | -$168 | -$386 |
| $122 (+5%) | -$122 | -$168 | -$249 | -$386 |
| $128 (+10%) | -$210 | -$260 | -$332 | -$386 |
| $133 (+15%) | -$275 | -$319 | -$368 | -$386 |
| $139 (+20%) | -$318 | -$352 | -$381 | -$386 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.