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 $265 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $280 · Jan '27
Qty 1 · Premium $34.58 · Δ -0.44
SHORT PUT · $265 · Dec '26
Qty 1 · Premium $23.72 · Δ -0.37
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If DDOG hits $265 by Dec 18: the diagonal put spread returns +$1,493 (137.5%) on $1,086 risked, vs $-1,324 (-4.8%) for 100 shares on $27,824. Options give 28.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if DDOG is at $265. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if DDOG hits $265 by Dec 18
+$1,493
+137.5% on $1,086 risked
Max Profit
+$1,450
If the stock price is favorable
Max Loss
−$956
Worst-case within chart range
Break-even
$298.42
+7.25% from spot
Prob. of Target Hit
87%
IV-implied, 72d (rough)
Net Δ / Θ / V
-7.86 / 3.46 / 10.59
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%) | +$408 | +$489 | +$592 | +$538 |
| $237 (-15%) | +$379 | +$477 | +$634 | +$760 |
| $250 (-10%) | +$331 | +$436 | +$627 | +$1,110 |
| $265 (-5%) ← target | +$264 | +$364 | +$556 | +$1,638 |
| $273 (-2%) | +$222 | +$314 | +$493 | +$1,217 |
| $278 (0%) ← spot | +$189 | +$275 | +$438 | +$943 |
| $284 (+2%) | +$154 | +$232 | +$377 | +$694 |
| $292 (+5%) | +$100 | +$163 | +$275 | +$364 |
| $306 (+10%) | +$5 | +$41 | +$88 | -$78 |
| $320 (+15%) | -$94 | -$87 | -$103 | -$402 |
| $334 (+20%) | -$193 | -$213 | -$285 | -$633 |
Uses DDOG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.