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 $320 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 · $280 · Dec '26
Qty 1 · Premium $31.46 · Δ 0.55
LONG PUT · $280 · Dec '26
Qty 1 · Premium $31.0 · Δ -0.45
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If DDOG hits $320 by Dec 18: the long straddle returns $-2,246 (-36.0%) on $6,246 risked, vs +$4,176 (15.0%) for 100 shares on $27,824. Options give 2.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if DDOG is at $320. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if DDOG hits $320 by Dec 18
$-2,246
-36.0% on $6,246 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$6,246
Both premiums paid
Break-even
$217.54
-21.82% from spot
Prob. of Target Hit
60%
IV-implied, 72d (rough)
Net Δ / Θ / V
9.73 / -43.1 / 97.38
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%) | +$1,054 | +$389 | -$261 | -$505 |
| $237 (-15%) | +$505 | -$331 | -$1,270 | -$1,896 |
| $250 (-10%) | +$164 | -$818 | -$2,022 | -$3,288 |
| $264 (-5%) | +$32 | -$1,056 | -$2,460 | -$4,679 |
| $273 (-2%) | +$51 | -$1,080 | -$2,561 | -$5,514 |
| $278 (0%) ← spot | +$104 | -$1,048 | -$2,560 | -$6,070 |
| $284 (+2%) | +$186 | -$978 | -$2,506 | -$5,866 |
| $292 (+5%) | +$365 | -$806 | -$2,329 | -$5,031 |
| $306 (+10%) | +$801 | -$350 | -$1,799 | -$3,640 |
| $320 (+15%) ← target | +$1,395 | +$294 | -$1,020 | -$2,246 |
| $334 (+20%) | +$2,123 | +$1,096 | -$51 | -$857 |
Uses DDOG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.