Target Price Playground
CSCO
$117.94
🟢
CSCO IV: 34.2% — LOW
(-33.9% vs 30d avg of 51.7%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $105 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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
Moderately bearish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $120 · Dec '26
Qty 1 · Premium $8.28 · Δ -0.5
SHORT PUT · $110 · Dec '26
Qty 1 · Premium $3.9 · Δ -0.29
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If CSCO hits $105 by Dec 18: the bear put spread returns +$562 (128.3%) on $438 risked, vs $-1,294 (-11.0%) for 100 shares on $11,794. Options give 11.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CSCO is at $105. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CSCO hits $105 by Dec 18
+$562
+128.3% on $438 risked
Max Profit
+$562
If the stock ≤ $110 at expiry
Max Loss
−$438
Net debit
Break-even
$115.62
-1.97% from spot
Prob. of Target Hit
52%
IV-implied, 72d (rough)
Net Δ / Θ / V
-20.21 / -0.46 / 3.61
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| CSCO Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $94 (-20%) | +$437 | +$481 | +$535 | +$562 |
| $100 (-15%) | +$352 | +$399 | +$475 | +$562 |
| $105 (-11%) ← target | +$269 | +$307 | +$380 | +$562 |
| $112 (-5%) | +$129 | +$141 | +$168 | +$358 |
| $116 (-2%) | +$58 | +$54 | +$47 | +$4 |
| $118 (0%) ← spot | +$11 | -$3 | -$32 | -$232 |
| $120 (+2%) | -$34 | -$57 | -$106 | -$438 |
| $124 (+5%) | -$98 | -$133 | -$203 | -$438 |
| $130 (+10%) | -$190 | -$237 | -$319 | -$438 |
| $136 (+15%) | -$265 | -$314 | -$386 | -$438 |
| $142 (+20%) | -$321 | -$366 | -$418 | -$438 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.