Target Price Playground

Templates Custom Builder LEAP Simulator
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 $125 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $110 · Dec '26
Qty 1 · Premium $3.9 · Δ -0.29
P&L at Expiry Now $118 Target $125 $83 $118 $153
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If CSCO hits $125 by Dec 18: the cash-secured put returns +$390 (3.7%) on $-390 credit (max loss $10,610), vs +$706 (6.0%) for 100 shares on $11,794. Options give 0.6× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CSCO is at $125. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if CSCO hits $125 by Dec 18
+$390
+3.7% on $10,610 max loss
Max Profit
+$390
If the stock ≥ $110 at expiry
Max Loss
−$10,610
If stock → $0 after assignment
Break-even
$106.10
-10.04% from spot
Prob. of Target Hit
72%
IV-implied, 72d (rough)
Net Δ / Θ / V
29.39 / 4.47 / -17.33
per spread, per $1 move / day / vol pt
💾 Log in to save 📊 My Saved Strategies

📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

CSCO Price Today Oct 31 Nov 24 Dec 18 (exp)
$94 (-20%) -$1,265 -$1,212 -$1,169 -$1,175
$100 (-15%) -$839 -$752 -$652 -$585
$106 (-10%) -$488 -$377 -$230 +$5
$112 (-5%) -$214 -$95 +$66 +$390
$116 (-2%) -$84 +$33 +$185 +$390
$118 (0%) ← spot -$10 +$102 +$243 +$390
$120 (+2%) +$54 +$160 +$287 +$390
$125 (+6%) ← target +$156 +$247 +$342 +$390
$130 (+10%) +$231 +$305 +$370 +$390
$136 (+15%) +$295 +$347 +$384 +$390
$142 (+20%) +$334 +$369 +$388 +$390
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.