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 $71 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 + buy put as insurance against downside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $64.94 · Δ 1.00
LONG PUT · $62 · Dec '26
Qty 1 · Premium $0.93 · Δ -0.26
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If MDLZ hits $71 by Dec 18: the protective put returns +$514 (7.8%) on $6,587 risked, vs +$606 (9.3%) for 100 shares on $6,494. Options give 0.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if MDLZ is at $71. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MDLZ hits $71 by Dec 18
+$514
+7.8% on $6,587 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$387
Put floors you at $62
Break-even
$65.87
+1.42% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
74.04 / -1.69 / 7.63
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%) | -$419 | -$410 | -$399 | -$387 |
| $55 (-15%) | -$399 | -$401 | -$398 | -$387 |
| $58 (-10%) | -$337 | -$358 | -$380 | -$387 |
| $62 (-5%) | -$207 | -$240 | -$285 | -$387 |
| $64 (-2%) | -$92 | -$124 | -$166 | -$223 |
| $65 (0%) ← spot | -$0 | -$30 | -$65 | -$93 |
| $66 (+2%) | +$100 | +$76 | +$50 | +$37 |
| $68 (+5%) | +$266 | +$249 | +$235 | +$232 |
| $71 (+9%) ← target | +$525 | +$517 | +$513 | +$513 |
| $75 (+15%) | +$884 | +$882 | +$881 | +$881 |
| $78 (+20%) | +$1,207 | +$1,206 | +$1,206 | +$1,206 |
Uses MDLZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.