Target Price Playground
PEP
$137.34
🟢
PEP IV: 21.7% — LOW
(-46.2% vs 30d avg of 40.4%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $155 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $135 · Dec '26
Qty 1 · Premium $5.98 · Δ 0.59
SHORT CALL · $150 · Dec '26
Qty 1 · Premium $0.83 · Δ 0.15
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If PEP hits $155 by Dec 18: the bull call spread returns +$985 (191.3%) on $515 risked, vs +$1,766 (12.9%) for 100 shares on $13,734. Options give 14.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PEP is at $155. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PEP hits $155 by Dec 18
+$985
+191.3% on $515 risked
Max Profit
+$985
If the stock ≥ $150 at expiry
Max Loss
−$515
Net debit
Break-even
$140.15
+2.05% from spot
Prob. of Target Hit
13%
IV-implied, 48d (rough)
Net Δ / Θ / V
44.71 / -1.83 / 5.88
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
| PEP Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $110 (-20%) | -$512 | -$515 | -$515 | -$515 |
| $117 (-15%) | -$492 | -$508 | -$515 | -$515 |
| $124 (-10%) | -$422 | -$466 | -$505 | -$515 |
| $130 (-5%) | -$256 | -$322 | -$414 | -$515 |
| $135 (-2%) | -$105 | -$163 | -$261 | -$515 |
| $137 (0%) ← spot | +$12 | -$31 | -$108 | -$281 |
| $140 (+2%) | +$137 | +$115 | +$74 | -$6 |
| $144 (+5%) | +$326 | +$339 | +$365 | +$406 |
| $151 (+10%) | +$602 | +$658 | +$751 | +$985 |
| $155 (+13%) ← target | +$723 | +$785 | +$876 | +$985 |
| $158 (+15%) | +$793 | +$853 | +$928 | +$985 |
| $165 (+20%) | +$900 | +$940 | +$974 | +$985 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.