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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $120 · Dec '26
Qty 1 · Premium $7.35 · Δ 0.51
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If CSCO hits $130 by Dec 18: the long call returns +$265 (36.1%) on $735 risked, vs +$1,206 (10.2%) for 100 shares on $11,794. Options give 3.5× 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
+$265
+36.1% on $735 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$735
Premium paid
Break-even
$127.35
+7.98% from spot
Prob. of Target Hit
55%
IV-implied, 72d (rough)
Net Δ / Θ / V
50.7 / -5.79 / 20.92
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%) | -$665 | -$708 | -$732 | -$735 |
| $100 (-15%) | -$584 | -$660 | -$720 | -$735 |
| $106 (-10%) | -$451 | -$563 | -$676 | -$735 |
| $112 (-5%) | -$253 | -$396 | -$566 | -$735 |
| $116 (-2%) | -$101 | -$257 | -$452 | -$735 |
| $118 (0%) ← spot | +$15 | -$147 | -$353 | -$735 |
| $120 (+2%) | +$141 | -$24 | -$234 | -$705 |
| $124 (+5%) | +$352 | +$186 | -$22 | -$351 |
| $130 (+10%) ← target | +$770 | +$615 | +$434 | +$265 |
| $136 (+15%) | +$1,203 | +$1,066 | +$922 | +$828 |
| $142 (+20%) | +$1,697 | +$1,582 | +$1,476 | +$1,418 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.