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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $280 · Dec '26
Qty 1 · Premium $31.0 · Δ -0.45
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If DDOG hits $245 by Dec 18: the long put returns +$400 (12.9%) on $3,100 risked, vs $-3,324 (-11.9%) for 100 shares on $27,824. Options give 1.1× 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
+$400
+12.9% on $3,100 risked
Max Profit
+$24,900
If stock → $0
Max Loss
−$3,100
Premium paid
Break-even
$249.00
-10.51% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
-45.45 / -19.73 / 48.73
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%) | +$3,297 | +$3,005 | +$2,722 | +$2,641 |
| $237 (-15%) | +$2,327 | +$1,950 | +$1,522 | +$1,250 |
| $245 (-12%) ← target | +$1,785 | +$1,362 | +$850 | +$400 |
| $250 (-10%) | +$1,460 | +$1,011 | +$450 | -$142 |
| $264 (-5%) | +$699 | +$196 | -$465 | -$1,533 |
| $273 (-2%) | +$291 | -$234 | -$933 | -$2,368 |
| $278 (0%) ← spot | +$39 | -$496 | -$1,210 | -$2,924 |
| $284 (+2%) | -$198 | -$739 | -$1,461 | -$3,100 |
| $292 (+5%) | -$526 | -$1,070 | -$1,790 | -$3,100 |
| $306 (+10%) | -$1,003 | -$1,538 | -$2,221 | -$3,100 |
| $320 (+15%) | -$1,403 | -$1,912 | -$2,528 | -$3,100 |
| $334 (+20%) | -$1,734 | -$2,206 | -$2,738 | -$3,100 |
Uses DDOG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.