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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $100 by Sep 18: the long put returns +$800 (114.3%) on $700 risked, vs $-1,599 (-13.8%) for 100 shares on $11,599. Options give 8.3ร 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
+$800
+114.3% on $700 risked
Max Profit
+$10,800
If stock โ $0
Max Loss
โ$700
Premium paid
Break-even
$108.00
-6.89% from spot
Prob. of Target Hit
36%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
-44.44 / -7.36 / 16.62
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%) | +$1,514 | +$1,499 | +$1,501 | +$1,521 |
| $99 (-15%) | +$1,014 | +$968 | +$934 | +$941 |
| $100 (-14%) โ target | +$901 | +$847 | +$801 | +$800 |
| $104 (-10%) | +$574 | +$494 | +$407 | +$361 |
| $110 (-5%) | +$207 | +$101 | -$35 | -$219 |
| $114 (-2%) | +$24 | -$90 | -$243 | -$567 |
| $116 (0%) โ spot | -$83 | -$199 | -$354 | -$700 |
| $118 (+2%) | -$177 | -$293 | -$445 | -$700 |
| $122 (+5%) | -$297 | -$408 | -$546 | -$700 |
| $128 (+10%) | -$448 | -$541 | -$641 | -$700 |
| $133 (+15%) | -$548 | -$619 | -$681 | -$700 |
| $139 (+20%) | -$612 | -$661 | -$695 | -$700 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.