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 $160 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $135 · Dec '26
Qty 1 · Premium $5.98 · Δ 0.59
LONG PUT · $135 · Dec '26
Qty 1 · Premium $3.7 · Δ -0.41
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If PEP hits $160 by Dec 18: the long straddle returns +$1,532 (158.3%) on $968 risked, vs +$2,266 (16.5%) for 100 shares on $13,734. Options give 9.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PEP is at $160. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PEP hits $160 by Dec 18
+$1,532
+158.3% on $968 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$968
Both premiums paid
Break-even
$144.68
+5.34% from spot
Prob. of Target Hit
5%
IV-implied, 48d (rough)
Net Δ / Θ / V
18.83 / -9.36 / 39.32
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%) | +$1,472 | +$1,493 | +$1,518 | +$1,545 |
| $117 (-15%) | +$825 | +$819 | +$832 | +$858 |
| $124 (-10%) | +$289 | +$218 | +$165 | +$171 |
| $130 (-5%) | -$16 | -$162 | -$338 | -$515 |
| $135 (-2%) | -$50 | -$218 | -$437 | -$927 |
| $137 (0%) ← spot | -$8 | -$176 | -$392 | -$734 |
| $140 (+2%) | +$83 | -$75 | -$266 | -$459 |
| $144 (+5%) | +$299 | +$168 | +$33 | -$47 |
| $151 (+10%) | +$811 | +$732 | +$671 | +$639 |
| $158 (+15%) | +$1,433 | +$1,387 | +$1,353 | +$1,326 |
| $160 (+16%) ← target | +$1,630 | +$1,589 | +$1,559 | +$1,532 |
| $165 (+20%) | +$2,100 | +$2,067 | +$2,040 | +$2,013 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.