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 $130 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $115.99 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $130 by Sep 18: the long stock returns +$1,401 (12.1%) on $11,599 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if CSCO hits $130 by Sep 18
+$1,401
+12.1% on $11,599 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$11,599
If stock โ $0
Break-even
$115.99
+0.0% from spot
Prob. of Target Hit
43%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 31 | Sep 30 (exp) |
|---|---|---|---|
| $93 (-20%) | -$2,320 | -$2,320 | -$2,320 |
| $99 (-15%) | -$1,740 | -$1,740 | -$1,740 |
| $104 (-10%) | -$1,160 | -$1,160 | -$1,160 |
| $110 (-5%) | -$580 | -$580 | -$580 |
| $114 (-2%) | -$232 | -$232 | -$232 |
| $116 (0%) โ spot | +$0 | +$0 | +$0 |
| $118 (+2%) | +$232 | +$232 | +$232 |
| $122 (+5%) | +$580 | +$580 | +$580 |
| $128 (+10%) | +$1,160 | +$1,160 | +$1,160 |
| $130 (+12%) โ target | +$1,401 | +$1,401 | +$1,401 |
| $133 (+15%) | +$1,740 | +$1,740 | +$1,740 |
| $139 (+20%) | +$2,320 | +$2,320 | +$2,320 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.