Target Price Playground
MDLZ
$64.94
🟢
MDLZ IV: 22.6% — LOW
(-64.4% vs 30d avg of 63.4%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $73 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 bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $65 · Dec '26
Qty 1 · Premium $2.3 · Δ 0.54
SHORT CALL · $70 · Dec '26
Qty 1 · Premium $0.65 · Δ 0.24
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If MDLZ hits $73 by Dec 18: the bull call spread returns +$335 (203.0%) on $165 risked, vs +$806 (12.4%) for 100 shares on $6,494. Options give 16.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if MDLZ is at $73. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MDLZ hits $73 by Dec 18
+$335
+203.0% on $165 risked
Max Profit
+$335
If the stock ≥ $70 at expiry
Max Loss
−$165
Net debit
Break-even
$66.65
+2.63% from spot
Prob. of Target Hit
15%
IV-implied, 48d (rough)
Net Δ / Θ / V
30.85 / -0.57 / 2.8
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
| MDLZ Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $52 (-20%) | -$164 | -$165 | -$165 | -$165 |
| $55 (-15%) | -$158 | -$163 | -$165 | -$165 |
| $58 (-10%) | -$137 | -$151 | -$163 | -$165 |
| $62 (-5%) | -$84 | -$107 | -$139 | -$165 |
| $64 (-2%) | -$34 | -$55 | -$93 | -$165 |
| $65 (0%) ← spot | +$5 | -$11 | -$43 | -$165 |
| $66 (+2%) | +$47 | +$38 | +$21 | -$41 |
| $68 (+5%) | +$111 | +$116 | +$125 | +$154 |
| $71 (+10%) | +$205 | +$225 | +$261 | +$335 |
| $73 (+12%) ← target | +$241 | +$263 | +$297 | +$335 |
| $75 (+15%) | +$270 | +$292 | +$319 | +$335 |
| $78 (+20%) | +$307 | +$321 | +$332 | +$335 |
Uses MDLZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.