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 $150 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
Own stock + buy put as insurance against downside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $137.34 · Δ 1.00
LONG PUT · $130 · Dec '26
Qty 1 · Premium $1.98 · Δ -0.25
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If PEP hits $150 by Dec 18: the protective put returns +$1,068 (7.7%) on $13,932 risked, vs +$1,266 (9.2%) for 100 shares on $13,734. Options give 0.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PEP is at $150. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PEP hits $150 by Dec 18
+$1,068
+7.7% on $13,932 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$932
Put floors you at $130
Break-even
$139.32
+1.44% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
74.65 / -4.02 / 16.91
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%) | -$997 | -$981 | -$958 | -$932 |
| $117 (-15%) | -$948 | -$957 | -$954 | -$932 |
| $124 (-10%) | -$801 | -$849 | -$904 | -$932 |
| $130 (-5%) | -$501 | -$570 | -$663 | -$885 |
| $135 (-2%) | -$241 | -$305 | -$386 | -$473 |
| $137 (0%) ← spot | -$38 | -$94 | -$157 | -$198 |
| $140 (+2%) | +$184 | +$138 | +$94 | +$77 |
| $144 (+5%) | +$544 | +$514 | +$493 | +$489 |
| $150 (+9%) ← target | +$1,088 | +$1,074 | +$1,068 | +$1,068 |
| $158 (+15%) | +$1,866 | +$1,863 | +$1,862 | +$1,862 |
| $165 (+20%) | +$2,550 | +$2,549 | +$2,549 | +$2,549 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.