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
Own stock + buy put as insurance against downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $115.99 ยท ฮ 1.00
LONG PUT ยท $110 ยท Sep '26
Qty 1 ยท Premium $4.68 ยท ฮ -0.34
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $130 by Sep 18: the protective put returns +$933 (7.7%) on $12,067 risked, vs +$1,401 (12.1%) for 100 shares on $11,599. Options give 0.6ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (48 days out). P&L shown is the value at expiry if CSCO is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $130 by Sep 18
+$933
+7.7% on $12,067 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$1,067
Put floors you at $110
Break-even
$120.67
+4.03% from spot
Prob. of Target Hit
43%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
66.0 / -7.02 / 16.17
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%) | -$1,023 | -$1,058 | -$1,079 | -$1,067 |
| $99 (-15%) | -$900 | -$969 | -$1,040 | -$1,067 |
| $104 (-10%) | -$703 | -$800 | -$923 | -$1,067 |
| $110 (-5%) | -$424 | -$535 | -$683 | -$1,048 |
| $114 (-2%) | -$219 | -$329 | -$473 | -$700 |
| $116 (0%) โ spot | -$67 | -$173 | -$308 | -$468 |
| $118 (+2%) | +$96 | -$5 | -$126 | -$236 |
| $122 (+5%) | +$359 | +$269 | +$171 | +$112 |
| $128 (+10%) | +$837 | +$770 | +$710 | +$692 |
| $130 (+12%) โ target | +$1,048 | +$990 | +$944 | +$933 |
| $133 (+15%) | +$1,354 | +$1,308 | +$1,277 | +$1,272 |
| $139 (+20%) | +$1,897 | +$1,868 | +$1,853 | +$1,852 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.