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 $70 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
48d from today
⚙️ Legs
LONG 100 SHARES
@ $64.94 · Δ 1.00
SHORT CALL · $70 · Dec '26
Qty 1 · Premium $0.65 · Δ 0.24
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If MDLZ hits $70 by Dec 18: the covered call returns +$571 (8.9%) on $6,429 risked, vs +$506 (7.8%) for 100 shares on $6,494. Options give 1.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if MDLZ is at $70. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MDLZ hits $70 by Dec 18
+$571
+8.9% on $6,429 risked
Max Profit
+$571
If the stock ≥ $70 at expiry
Max Loss
−$6,429
If stock → $0 (minus premium received)
Break-even
$64.29
-1.0% from spot
Prob. of Target Hit
37%
IV-implied, 48d (rough)
Net Δ / Θ / V
76.46 / 1.89 / -6.59
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%) | -$1,234 | -$1,234 | -$1,234 | -$1,234 |
| $55 (-15%) | -$910 | -$909 | -$909 | -$909 |
| $58 (-10%) | -$589 | -$585 | -$584 | -$584 |
| $62 (-5%) | -$282 | -$268 | -$261 | -$260 |
| $64 (-2%) | -$111 | -$87 | -$69 | -$65 |
| $65 (0%) ← spot | -$6 | +$25 | +$54 | +$65 |
| $66 (+2%) | +$90 | +$129 | +$170 | +$195 |
| $68 (+5%) | +$215 | +$262 | +$320 | +$390 |
| $70 (+8%) ← target | +$308 | +$359 | +$424 | +$571 |
| $71 (+10%) | +$367 | +$418 | +$481 | +$571 |
| $75 (+15%) | +$456 | +$498 | +$542 | +$571 |
| $78 (+20%) | +$501 | +$530 | +$555 | +$571 |
Uses MDLZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.