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 $120 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $135 · Dec '26
Qty 1 · Premium $3.7 · Δ -0.41
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If PEP hits $120 by Dec 18: the long put returns +$1,130 (305.4%) on $370 risked, vs $-1,734 (-12.6%) for 100 shares on $13,734. Options give 24.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PEP is at $120. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PEP hits $120 by Dec 18
+$1,130
+305.4% on $370 risked
Max Profit
+$13,130
If stock → $0
Max Loss
−$370
Premium paid
Break-even
$131.30
-4.4% from spot
Prob. of Target Hit
14%
IV-implied, 48d (rough)
Net Δ / Θ / V
-40.55 / -4.87 / 19.66
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%) | +$2,067 | +$2,090 | +$2,116 | +$2,143 |
| $117 (-15%) | +$1,400 | +$1,410 | +$1,430 | +$1,456 |
| $120 (-13%) ← target | +$1,099 | +$1,096 | +$1,105 | +$1,130 |
| $124 (-10%) | +$788 | +$766 | +$753 | +$769 |
| $130 (-5%) | +$293 | +$233 | +$158 | +$83 |
| $135 (-2%) | +$70 | -$1 | -$97 | -$329 |
| $137 (0%) ← spot | -$47 | -$118 | -$212 | -$370 |
| $140 (+2%) | -$139 | -$205 | -$287 | -$370 |
| $144 (+5%) | -$237 | -$289 | -$343 | -$370 |
| $151 (+10%) | -$324 | -$350 | -$368 | -$370 |
| $158 (+15%) | -$356 | -$366 | -$370 | -$370 |
| $165 (+20%) | -$367 | -$369 | -$370 | -$370 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.