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 $62 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $65 · Jan '27
Qty 1 · Premium $2.6 · Δ -0.45
SHORT PUT · $62 · Dec '26
Qty 1 · Premium $0.93 · Δ -0.26
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If MDLZ hits $62 by Dec 18: the diagonal put spread returns +$173 (103.4%) on $168 risked, vs $-294 (-4.5%) for 100 shares on $6,494. Options give 23.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if MDLZ is at $62. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MDLZ hits $62 by Dec 18
+$173
+103.4% on $168 risked
Max Profit
+$172
If the stock price is favorable
Max Loss
−$167
Worst-case within chart range
Break-even
$64.83
-0.17% from spot
Prob. of Target Hit
60%
IV-implied, 48d (rough)
Net Δ / Θ / V
-19.28 / -0.09 / 4.12
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%) | +$110 | +$111 | +$111 | +$111 |
| $55 (-15%) | +$108 | +$113 | +$114 | +$112 |
| $58 (-10%) | +$92 | +$104 | +$119 | +$121 |
| $62 (-5%) ← target | +$48 | +$61 | +$84 | +$175 |
| $64 (-2%) | +$20 | +$29 | +$43 | +$66 |
| $65 (0%) ← spot | -$4 | +$0 | +$5 | -$3 |
| $66 (+2%) | -$28 | -$29 | -$33 | -$57 |
| $68 (+5%) | -$63 | -$70 | -$83 | -$112 |
| $71 (+10%) | -$110 | -$120 | -$135 | -$153 |
| $75 (+15%) | -$139 | -$148 | -$157 | -$164 |
| $78 (+20%) | -$155 | -$160 | -$164 | -$167 |
Uses MDLZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.