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
Own stock + buy put as insurance against downside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $117.94 · Δ 1.00
LONG PUT · $110 · Dec '26
Qty 1 · Premium $3.9 · Δ -0.29
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If CSCO hits $130 by Dec 18: the protective put returns +$816 (6.7%) on $12,184 risked, vs +$1,206 (10.2%) for 100 shares on $11,794. Options give 0.7× 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
+$816
+6.7% on $12,184 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$1,184
Put floors you at $110
Break-even
$121.84
+3.31% from spot
Prob. of Target Hit
55%
IV-implied, 72d (rough)
Net Δ / Θ / V
70.61 / -4.47 / 17.33
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%) | -$1,094 | -$1,147 | -$1,190 | -$1,184 |
| $100 (-15%) | -$930 | -$1,017 | -$1,117 | -$1,184 |
| $106 (-10%) | -$691 | -$802 | -$949 | -$1,184 |
| $112 (-5%) | -$376 | -$495 | -$656 | -$980 |
| $116 (-2%) | -$152 | -$269 | -$421 | -$626 |
| $118 (0%) ← spot | +$10 | -$102 | -$243 | -$390 |
| $120 (+2%) | +$182 | +$76 | -$51 | -$154 |
| $124 (+5%) | +$456 | +$361 | +$258 | +$200 |
| $130 (+10%) ← target | +$971 | +$899 | +$835 | +$816 |
| $136 (+15%) | +$1,474 | +$1,422 | +$1,385 | +$1,379 |
| $142 (+20%) | +$2,025 | +$1,990 | +$1,971 | +$1,969 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.