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 $130 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $135 · Jan '27
Qty 1 · Premium $4.55 · Δ -0.41
SHORT PUT · $130 · Dec '26
Qty 1 · Premium $1.98 · Δ -0.25
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If PEP hits $130 by Dec 18: the diagonal put spread returns +$354 (137.8%) on $257 risked, vs $-734 (-5.3%) for 100 shares on $13,734. Options give 26.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PEP is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PEP hits $130 by Dec 18
+$354
+137.8% on $257 risked
Max Profit
+$345
If the stock price is favorable
Max Loss
−$257
Worst-case within chart range
Break-even
$136.48
-0.63% from spot
Prob. of Target Hit
53%
IV-implied, 48d (rough)
Net Δ / Θ / V
-16.02 / 0.33 / 7.66
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%) | +$200 | +$200 | +$198 | +$197 |
| $117 (-15%) | +$200 | +$209 | +$210 | +$201 |
| $124 (-10%) | +$174 | +$198 | +$228 | +$235 |
| $130 (-5%) ← target | +$111 | +$135 | +$178 | +$361 |
| $135 (-2%) | +$46 | +$59 | +$80 | +$91 |
| $137 (0%) ← spot | +$3 | +$7 | +$9 | -$25 |
| $140 (+2%) | -$40 | -$44 | -$58 | -$110 |
| $144 (+5%) | -$99 | -$113 | -$140 | -$190 |
| $151 (+10%) | -$174 | -$193 | -$218 | -$243 |
| $158 (+15%) | -$220 | -$233 | -$246 | -$255 |
| $165 (+20%) | -$242 | -$249 | -$255 | -$257 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.