Target Price Playground
MDLZ
$64.94
๐ข
MDLZ IV: 22.6% โ LOW
(-64.4% vs 30d avg of 63.4%)
Options are cheap vs 30d avg โ 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
๐ 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $64.94 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If MDLZ hits $73 by Dec 18: the long stock returns +$806 (12.4%) on $6,494 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if MDLZ hits $73 by Dec 18
+$806
+12.4% on $6,494 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$6,494
If stock โ $0
Break-even
$64.94
+0.0% from spot
Prob. of Target Hit
15%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| MDLZ Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $52 (-20%) | -$1,299 | -$1,299 | -$1,299 |
| $55 (-15%) | -$974 | -$974 | -$974 |
| $58 (-10%) | -$649 | -$649 | -$649 |
| $62 (-5%) | -$325 | -$325 | -$325 |
| $64 (-2%) | -$130 | -$130 | -$130 |
| $65 (0%) โ spot | +$0 | +$0 | +$0 |
| $66 (+2%) | +$130 | +$130 | +$130 |
| $68 (+5%) | +$325 | +$325 | +$325 |
| $71 (+10%) | +$649 | +$649 | +$649 |
| $73 (+12%) โ target | +$806 | +$806 | +$806 |
| $75 (+15%) | +$974 | +$974 | +$974 |
| $78 (+20%) | +$1,299 | +$1,299 | +$1,299 |
Uses MDLZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.