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 $300 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
Own stock, sell OTM call for income. Caps upside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $278.24 · Δ 1.00
SHORT CALL · $300 · Dec '26
Qty 1 · Premium $22.75 · Δ 0.45
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If DDOG hits $300 by Dec 18: the covered call returns +$4,451 (17.4%) on $25,549 risked, vs +$2,176 (7.8%) for 100 shares on $27,824. Options give 2.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if DDOG is at $300. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if DDOG hits $300 by Dec 18
+$4,451
+17.4% on $25,549 risked
Max Profit
+$4,451
If the stock ≥ $300 at expiry
Max Loss
−$25,549
If stock → $0 (minus premium received)
Break-even
$255.49
-8.18% from spot
Prob. of Target Hit
79%
IV-implied, 72d (rough)
Net Δ / Θ / V
54.93 / 22.28 / -50.75
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%) | -$3,893 | -$3,596 | -$3,354 | -$3,290 |
| $237 (-15%) | -$2,815 | -$2,427 | -$2,055 | -$1,899 |
| $250 (-10%) | -$1,827 | -$1,352 | -$836 | -$507 |
| $264 (-5%) | -$937 | -$386 | +$268 | +$884 |
| $273 (-2%) | -$449 | +$140 | +$865 | +$1,719 |
| $278 (0%) ← spot | -$144 | +$467 | +$1,232 | +$2,275 |
| $284 (+2%) | +$145 | +$775 | +$1,574 | +$2,831 |
| $292 (+5%) | +$552 | +$1,203 | +$2,040 | +$3,666 |
| $300 (+8%) ← target | +$905 | +$1,568 | +$2,426 | +$4,451 |
| $306 (+10%) | +$1,157 | +$1,827 | +$2,690 | +$4,451 |
| $320 (+15%) | +$1,678 | +$2,347 | +$3,193 | +$4,451 |
| $334 (+20%) | +$2,120 | +$2,772 | +$3,567 | +$4,451 |
Uses DDOG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.