Target Price Playground
DDOG
$278.24
🟢
DDOG IV: 60.4% — LOW
(-22.6% vs 30d avg of 78.1%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $245 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
Moderately bearish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $280 · Dec '26
Qty 1 · Premium $31.0 · Δ -0.45
SHORT PUT · $255 · Dec '26
Qty 1 · Premium $19.25 · Δ -0.32
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If DDOG hits $245 by Dec 18: the bear put spread returns +$1,325 (112.8%) on $1,175 risked, vs $-3,324 (-11.9%) for 100 shares on $27,824. Options give 9.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if DDOG is at $245. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if DDOG hits $245 by Dec 18
+$1,325
+112.8% on $1,175 risked
Max Profit
+$1,325
If the stock ≤ $255 at expiry
Max Loss
−$1,175
Net debit
Break-even
$268.25
-3.59% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
-13.83 / -1.29 / 4.75
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
| DDOG Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $223 (-20%) | +$740 | +$831 | +$1,009 | +$1,325 |
| $237 (-15%) | +$571 | +$638 | +$786 | +$1,325 |
| $245 (-12%) ← target | +$463 | +$510 | +$621 | +$1,325 |
| $250 (-10%) | +$393 | +$426 | +$508 | +$1,325 |
| $264 (-5%) | +$214 | +$206 | +$203 | +$392 |
| $273 (-2%) | +$108 | +$76 | +$20 | -$443 |
| $278 (0%) ← spot | +$39 | -$8 | -$99 | -$999 |
| $284 (+2%) | -$29 | -$91 | -$213 | -$1,175 |
| $292 (+5%) | -$127 | -$210 | -$373 | -$1,175 |
| $306 (+10%) | -$280 | -$391 | -$602 | -$1,175 |
| $320 (+15%) | -$419 | -$549 | -$782 | -$1,175 |
| $334 (+20%) | -$542 | -$683 | -$915 | -$1,175 |
Uses DDOG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.