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 $135 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG CALL ยท $115 ยท Sep '26
Qty 1 ยท Premium $8.63 ยท ฮ 0.56
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $135 by Sep 18: the long straddle returns +$437 (28.0%) on $1,563 risked, vs +$1,901 (16.4%) for 100 shares on $11,599. Options give 1.7ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (48 days out). P&L shown is the value at expiry if CSCO is at $135. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $135 by Sep 18
+$437
+28.0% on $1,563 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,563
Both premiums paid
Break-even
$130.63
+12.62% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
11.2 / -15.81 / 33.22
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%) | +$712 | +$660 | +$640 | +$658 |
| $99 (-15%) | +$292 | +$178 | +$87 | +$78 |
| $104 (-10%) | -$8 | -$190 | -$388 | -$502 |
| $110 (-5%) | -$163 | -$397 | -$692 | -$1,082 |
| $114 (-2%) | -$181 | -$431 | -$759 | -$1,430 |
| $116 (0%) โ spot | -$161 | -$416 | -$749 | -$1,464 |
| $118 (+2%) | -$118 | -$372 | -$699 | -$1,232 |
| $122 (+5%) | -$10 | -$254 | -$553 | -$884 |
| $128 (+10%) | +$268 | +$60 | -$164 | -$304 |
| $133 (+15%) | +$647 | +$484 | +$337 | +$276 |
| $135 (+16%) โ target | +$767 | +$616 | +$487 | +$437 |
| $139 (+20%) | +$1,100 | +$979 | +$890 | +$856 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.