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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $120 · Dec '26
Qty 1 · Premium $8.28 · Δ -0.5
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If CSCO hits $105 by Dec 18: the long put returns +$672 (81.2%) on $828 risked, vs $-1,294 (-11.0%) for 100 shares on $11,794. Options give 7.4× 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
+$672
+81.2% on $828 risked
Max Profit
+$11,172
If stock → $0
Max Loss
−$828
Premium paid
Break-even
$111.72
-5.27% from spot
Prob. of Target Hit
52%
IV-implied, 72d (rough)
Net Δ / Θ / V
-49.6 / -4.94 / 20.94
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%) | +$1,701 | +$1,693 | +$1,704 | +$1,737 |
| $100 (-15%) | +$1,192 | +$1,151 | +$1,126 | +$1,147 |
| $105 (-11%) ← target | +$819 | +$750 | +$683 | +$672 |
| $112 (-5%) | +$344 | +$236 | +$102 | -$32 |
| $116 (-2%) | +$142 | +$21 | -$138 | -$386 |
| $118 (0%) ← spot | +$21 | -$105 | -$275 | -$622 |
| $120 (+2%) | -$88 | -$217 | -$393 | -$828 |
| $124 (+5%) | -$231 | -$362 | -$534 | -$828 |
| $130 (+10%) | -$422 | -$542 | -$689 | -$828 |
| $136 (+15%) | -$559 | -$661 | -$769 | -$828 |
| $142 (+20%) | -$655 | -$735 | -$806 | -$828 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.