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 $57 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 bearish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $65 · Dec '26
Qty 1 · Premium $2.05 · Δ -0.45
SHORT PUT · $60 · Dec '26
Qty 1 · Premium $0.55 · Δ -0.18
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If MDLZ hits $57 by Dec 18: the bear put spread returns +$350 (233.3%) on $150 risked, vs $-794 (-12.2%) for 100 shares on $6,494. Options give 19.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if MDLZ is at $57. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MDLZ hits $57 by Dec 18
+$350
+233.3% on $150 risked
Max Profit
+$350
If the stock ≤ $60 at expiry
Max Loss
−$150
Net debit
Break-even
$63.50
-2.22% from spot
Prob. of Target Hit
16%
IV-implied, 48d (rough)
Net Δ / Θ / V
-27.6 / -0.4 / 3.42
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%) | +$337 | +$345 | +$349 | +$350 |
| $55 (-15%) | +$303 | +$323 | +$343 | +$350 |
| $57 (-12%) ← target | +$268 | +$292 | +$324 | +$350 |
| $58 (-10%) | +$230 | +$253 | +$291 | +$350 |
| $62 (-5%) | +$122 | +$129 | +$142 | +$181 |
| $64 (-2%) | +$54 | +$47 | +$33 | -$14 |
| $65 (0%) ← spot | +$12 | -$2 | -$30 | -$144 |
| $66 (+2%) | -$25 | -$45 | -$79 | -$150 |
| $68 (+5%) | -$71 | -$92 | -$122 | -$150 |
| $71 (+10%) | -$118 | -$133 | -$146 | -$150 |
| $75 (+15%) | -$139 | -$146 | -$150 | -$150 |
| $78 (+20%) | -$147 | -$149 | -$150 | -$150 |
Uses MDLZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.