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 $135 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $120 · Dec '26
Qty 1 · Premium $7.35 · Δ 0.51
LONG PUT · $120 · Dec '26
Qty 1 · Premium $8.28 · Δ -0.5
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If CSCO hits $135 by Dec 18: the long straddle returns $-63 (-4.0%) on $1,563 risked, vs +$1,706 (14.5%) for 100 shares on $11,794. Options give 0.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if CSCO is at $135. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if CSCO hits $135 by Dec 18
$-63
-4.0% on $1,563 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$1,563
Both premiums paid
Break-even
$104.37
-11.51% from spot
Prob. of Target Hit
39%
IV-implied, 72d (rough)
Net Δ / Θ / V
1.1 / -10.73 / 41.86
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%) | +$1,036 | +$985 | +$972 | +$1,002 |
| $100 (-15%) | +$607 | +$491 | +$406 | +$412 |
| $106 (-10%) | +$284 | +$96 | -$96 | -$178 |
| $112 (-5%) | +$90 | -$160 | -$464 | -$767 |
| $116 (-2%) | +$41 | -$236 | -$590 | -$1,121 |
| $118 (0%) ← spot | +$36 | -$252 | -$628 | -$1,357 |
| $120 (+2%) | +$54 | -$241 | -$627 | -$1,533 |
| $124 (+5%) | +$120 | -$175 | -$556 | -$1,179 |
| $130 (+10%) | +$329 | +$53 | -$277 | -$590 |
| $135 (+14%) ← target | +$606 | +$362 | +$102 | -$63 |
| $142 (+20%) | +$1,042 | +$847 | +$670 | +$590 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.