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 $75 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $65 · Dec '26
Qty 1 · Premium $2.3 · Δ 0.54
LONG PUT · $65 · Dec '26
Qty 1 · Premium $2.05 · Δ -0.45
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If MDLZ hits $75 by Dec 18: the long straddle returns +$565 (129.9%) on $435 risked, vs +$1,006 (15.5%) for 100 shares on $6,494. Options give 8.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if MDLZ is at $75. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MDLZ hits $75 by Dec 18
+$565
+129.9% on $435 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$435
Both premiums paid
Break-even
$60.65
-6.61% from spot
Prob. of Target Hit
7%
IV-implied, 48d (rough)
Net Δ / Θ / V
9.14 / -4.55 / 18.8
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%) | +$834 | +$845 | +$857 | +$870 |
| $55 (-15%) | +$521 | +$523 | +$532 | +$545 |
| $58 (-10%) | +$247 | +$224 | +$211 | +$220 |
| $62 (-5%) | +$64 | +$3 | -$64 | -$104 |
| $64 (-2%) | +$16 | -$61 | -$159 | -$299 |
| $65 (0%) ← spot | +$15 | -$68 | -$175 | -$429 |
| $66 (+2%) | +$37 | -$45 | -$150 | -$311 |
| $68 (+5%) | +$111 | +$37 | -$47 | -$116 |
| $71 (+10%) | +$319 | +$270 | +$228 | +$208 |
| $75 (+15%) ← target | +$625 | +$597 | +$578 | +$565 |
| $78 (+20%) | +$903 | +$885 | +$871 | +$858 |
Uses MDLZ's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.