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 $110 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $120 · Jan '27
Qty 1 · Premium $9.1 · Δ -0.49
SHORT PUT · $110 · Dec '26
Qty 1 · Premium $3.9 · Δ -0.29
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If CSCO hits $110 by Dec 18: the diagonal put spread returns +$555 (106.7%) on $520 risked, vs $-794 (-6.7%) for 100 shares on $11,794. Options give 15.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CSCO is at $110. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CSCO hits $110 by Dec 18
+$555
+106.7% on $520 risked
Max Profit
+$555
If the stock price is favorable
Max Loss
−$518
Worst-case within chart range
Break-even
$118.35
+0.35% from spot
Prob. of Target Hit
69%
IV-implied, 72d (rough)
Net Δ / Θ / V
-19.25 / 0.54 / 7.23
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%) | +$375 | +$409 | +$442 | +$443 |
| $100 (-15%) | +$321 | +$364 | +$424 | +$461 |
| $106 (-10%) | +$245 | +$288 | +$360 | +$515 |
| $110 (-7%) ← target | +$186 | +$222 | +$287 | +$586 |
| $112 (-5%) | +$152 | +$183 | +$240 | +$435 |
| $116 (-2%) | +$90 | +$111 | +$146 | +$201 |
| $118 (0%) ← spot | +$48 | +$60 | +$79 | +$66 |
| $120 (+2%) | +$6 | +$10 | +$11 | -$50 |
| $124 (+5%) | -$56 | -$65 | -$88 | -$193 |
| $130 (+10%) | -$154 | -$181 | -$233 | -$354 |
| $136 (+15%) | -$240 | -$278 | -$342 | -$444 |
| $142 (+20%) | -$312 | -$354 | -$415 | -$488 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.