Target Price Playground
CSCO
$115.99
๐ข
CSCO IV: 37.7% โ LOW
(-43.5% vs 30d avg of 66.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $125 by Sep 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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, sell OTM call for income. Caps upside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $115.99 ยท ฮ 1.00
SHORT CALL ยท $125 ยท Sep '26
Qty 1 ยท Premium $4.55 ยท ฮ 0.36
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $125 by Sep 18: the covered call returns +$1,356 (12.2%) on $11,144 risked, vs +$901 (7.8%) for 100 shares on $11,599. Options give 1.6ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (48 days out). P&L shown is the value at expiry if CSCO is at $125. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $125 by Sep 18
+$1,356
+12.2% on $11,144 risked
Max Profit
+$1,356
If the stock โฅ $125 at expiry
Max Loss
โ$11,144
If stock โ $0 (minus premium received)
Break-even
$111.44
-3.92% from spot
Prob. of Target Hit
61%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
63.8 / 7.75 / -15.28
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| CSCO Price | Today | Aug 17 | Sep 2 | Sep 18 (exp) |
|---|---|---|---|---|
| $93 (-20%) | -$1,882 | -$1,869 | -$1,865 | -$1,865 |
| $99 (-15%) | -$1,332 | -$1,301 | -$1,286 | -$1,285 |
| $104 (-10%) | -$813 | -$755 | -$713 | -$705 |
| $110 (-5%) | -$342 | -$250 | -$162 | -$125 |
| $114 (-2%) | -$88 | +$24 | +$145 | +$223 |
| $116 (0%) โ spot | +$67 | +$192 | +$335 | +$455 |
| $118 (+2%) | +$212 | +$346 | +$508 | +$687 |
| $122 (+5%) | +$407 | +$552 | +$736 | +$1,035 |
| $125 (+8%) โ target | +$563 | +$714 | +$906 | +$1,356 |
| $128 (+10%) | +$674 | +$825 | +$1,017 | +$1,356 |
| $133 (+15%) | +$875 | +$1,017 | +$1,186 | +$1,356 |
| $139 (+20%) | +$1,019 | +$1,142 | +$1,273 | +$1,356 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.