Target Price Playground

Templates Custom Builder LEAP Simulator
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 $68 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $60 · Dec '26
Qty 1 · Premium $0.55 · Δ -0.18
P&L at Expiry Now $65 Target $68 $45 $65 $84
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If MDLZ hits $68 by Dec 18: the cash-secured put returns +$55 (0.9%) on $-55 credit (max loss $5,945), vs +$306 (4.7%) for 100 shares on $6,494. Options give 0.2× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if MDLZ is at $68. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if MDLZ hits $68 by Dec 18
+$55
+0.9% on $5,945 max loss
Max Profit
+$55
If the stock ≥ $60 at expiry
Max Loss
−$5,945
If stock → $0 after assignment
Break-even
$59.45
-8.45% from spot
Prob. of Target Hit
59%
IV-implied, 48d (rough)
Net Δ / Θ / V
17.65 / 1.68 / -5.98
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

MDLZ Price Today Nov 16 Dec 2 Dec 18 (exp)
$52 (-20%) -$726 -$730 -$738 -$750
$55 (-15%) -$440 -$428 -$420 -$425
$58 (-10%) -$215 -$186 -$149 -$100
$62 (-5%) -$69 -$37 +$3 +$55
$64 (-2%) -$16 +$10 +$38 +$55
$65 (0%) ← spot +$8 +$29 +$48 +$55
$66 (+2%) +$25 +$40 +$52 +$55
$68 (+5%) ← target +$39 +$49 +$54 +$55
$71 (+10%) +$51 +$54 +$55 +$55
$75 (+15%) +$54 +$55 +$55 +$55
$78 (+20%) +$55 +$55 +$55 +$55
Uses MDLZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.