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 $110 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG PUT ยท $115 ยท Oct '26
Qty 1 ยท Premium $8.6 ยท ฮ -0.44
SHORT PUT ยท $110 ยท Sep '26
Qty 1 ยท Premium $4.68 ยท ฮ -0.34
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $110 by Sep 18: the diagonal put spread returns +$391 (99.7%) on $392 risked, vs $-599 (-5.2%) for 100 shares on $11,599. Options give 19.2ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (48 days out). P&L shown is the value at expiry if CSCO is at $110. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $110 by Sep 18
+$391
+99.7% on $392 risked
Max Profit
+$387
If the stock price is favorable
Max Loss
โ$387
Worst-case within chart range
Break-even
$117.85
+1.6% from spot
Prob. of Target Hit
73%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
-9.93 / 1.54 / 4.59
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%) | +$99 | +$108 | +$109 | +$85 |
| $99 (-15%) | +$96 | +$118 | +$142 | +$125 |
| $104 (-10%) | +$76 | +$108 | +$158 | +$220 |
| $110 (-5%) โ target | +$39 | +$71 | +$127 | +$390 |
| $114 (-2%) | +$7 | +$33 | +$78 | +$184 |
| $116 (0%) โ spot | -$17 | +$4 | +$39 | +$75 |
| $118 (+2%) | -$41 | -$26 | -$5 | -$18 |
| $122 (+5%) | -$80 | -$75 | -$74 | -$131 |
| $128 (+10%) | -$144 | -$154 | -$181 | -$257 |
| $133 (+15%) | -$203 | -$224 | -$263 | -$328 |
| $139 (+20%) | -$254 | -$279 | -$318 | -$363 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.