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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $135 · Dec '26
Qty 1 · Premium $5.98 · Δ 0.59
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If PEP hits $155 by Dec 18: the long call returns +$1,402 (234.4%) on $598 risked, vs +$1,766 (12.9%) for 100 shares on $13,734. Options give 18.2× 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
+$1,402
+234.4% on $598 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$598
Premium paid
Break-even
$140.98
+2.65% from spot
Prob. of Target Hit
13%
IV-implied, 48d (rough)
Net Δ / Θ / V
59.38 / -4.5 / 19.67
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%) | -$595 | -$598 | -$598 | -$598 |
| $117 (-15%) | -$575 | -$591 | -$598 | -$598 |
| $124 (-10%) | -$499 | -$548 | -$588 | -$598 |
| $130 (-5%) | -$309 | -$395 | -$496 | -$598 |
| $135 (-2%) | -$120 | -$217 | -$340 | -$598 |
| $137 (0%) ← spot | +$39 | -$58 | -$180 | -$364 |
| $140 (+2%) | +$222 | +$130 | +$21 | -$89 |
| $144 (+5%) | +$536 | +$457 | +$376 | +$323 |
| $151 (+10%) | +$1,135 | +$1,082 | +$1,038 | +$1,009 |
| $155 (+13%) ← target | +$1,505 | +$1,463 | +$1,429 | +$1,402 |
| $158 (+15%) | +$1,789 | +$1,753 | +$1,723 | +$1,696 |
| $165 (+20%) | +$2,466 | +$2,437 | +$2,410 | +$2,383 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.