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 $130 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 bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $120 · Dec '26
Qty 1 · Premium $7.35 · Δ 0.51
SHORT CALL · $125 · Dec '26
Qty 1 · Premium $5.38 · Δ 0.41
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If CSCO hits $130 by Dec 18: the bull call spread returns +$303 (153.8%) on $197 risked, vs +$1,206 (10.2%) for 100 shares on $11,794. Options give 15.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 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.
📊 Projected Return
P&L if CSCO hits $130 by Dec 18
+$303
+153.8% on $197 risked
Max Profit
+$303
If the stock ≥ $125 at expiry
Max Loss
−$197
Net debit
Break-even
$121.97
+3.42% from spot
Prob. of Target Hit
55%
IV-implied, 72d (rough)
Net Δ / Θ / V
9.78 / -0.18 / -0.57
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%) | -$168 | -$183 | -$195 | -$197 |
| $100 (-15%) | -$141 | -$162 | -$187 | -$197 |
| $106 (-10%) | -$103 | -$125 | -$162 | -$197 |
| $112 (-5%) | -$54 | -$72 | -$108 | -$197 |
| $116 (-2%) | -$22 | -$34 | -$62 | -$197 |
| $118 (0%) ← spot | +$1 | -$7 | -$26 | -$197 |
| $120 (+2%) | +$23 | +$21 | +$12 | -$167 |
| $124 (+5%) | +$57 | +$62 | +$71 | +$187 |
| $130 (+10%) ← target | +$113 | +$129 | +$162 | +$303 |
| $136 (+15%) | +$157 | +$181 | +$224 | +$303 |
| $142 (+20%) | +$196 | +$223 | +$265 | +$303 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.