Target Price Playground

Templates Custom Builder LEAP Simulator
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 $145 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $125 · Dec '26
Qty 1 · Premium $0.96 · Δ -0.14
P&L at Expiry Now $137 Target $145 $96 $137 $179
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If PEP hits $145 by Dec 18: the cash-secured put returns +$96 (0.8%) on $-96 credit (max loss $12,404), vs +$766 (5.6%) for 100 shares on $13,734. Options give 0.1× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PEP is at $145. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if PEP hits $145 by Dec 18
+$96
+0.8% on $12,404 max loss
Max Profit
+$96
If the stock ≥ $125 at expiry
Max Loss
−$12,404
If stock → $0 after assignment
Break-even
$124.04
-9.68% from spot
Prob. of Target Hit
51%
IV-implied, 48d (rough)
Net Δ / Θ / V
14.13 / 2.92 / -12.69
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

PEP Price Today Nov 16 Dec 2 Dec 18 (exp)
$110 (-20%) -$1,377 -$1,380 -$1,393 -$1,417
$117 (-15%) -$796 -$762 -$730 -$730
$124 (-10%) -$360 -$296 -$210 -$43
$130 (-5%) -$97 -$38 +$33 +$96
$135 (-2%) -$9 +$36 +$79 +$96
$137 (0%) ← spot +$29 +$63 +$90 +$96
$140 (+2%) +$55 +$79 +$94 +$96
$145 (+6%) ← target +$80 +$91 +$96 +$96
$151 (+10%) +$91 +$95 +$96 +$96
$158 (+15%) +$95 +$96 +$96 +$96
$165 (+20%) +$96 +$96 +$96 +$96
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.