Target Price Playground
PEP
$137.38
๐ข
PEP IV: 23.5% โ LOW
(-45.4% vs 30d avg of 43.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $155 by Sep 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG CALL ยท $135 ยท Sep '26
Qty 1 ยท Premium $6.9 ยท ฮ 0.58
SHORT CALL ยท $150 ยท Sep '26
Qty 1 ยท Premium $1.47 ยท ฮ 0.2
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If PEP hits $155 by Sep 18: the bull call spread returns +$957 (176.2%) on $543 risked, vs +$1,762 (12.8%) for 100 shares on $13,738. Options give 13.8ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 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.
๐ Projected Return
P&L if PEP hits $155 by Sep 18
+$957
+176.2% on $543 risked
Max Profit
+$957
If the stock โฅ $150 at expiry
Max Loss
โ$543
Net debit
Break-even
$140.43
+2.22% from spot
Prob. of Target Hit
23%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
38.0 / -1.07 / 7.13
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| PEP Price | Today | Aug 3 | Aug 26 | Sep 18 (exp) |
|---|---|---|---|---|
| $110 (-20%) | -$528 | -$539 | -$543 | -$543 |
| $117 (-15%) | -$486 | -$518 | -$540 | -$543 |
| $124 (-10%) | -$387 | -$445 | -$512 | -$543 |
| $131 (-5%) | -$213 | -$277 | -$385 | -$543 |
| $135 (-2%) | -$76 | -$128 | -$226 | -$543 |
| $137 (0%) โ spot | +$24 | -$12 | -$86 | -$305 |
| $140 (+2%) | +$128 | +$110 | +$73 | -$30 |
| $144 (+5%) | +$283 | +$295 | +$321 | +$382 |
| $151 (+10%) | +$516 | +$568 | +$664 | +$957 |
| $155 (+13%) โ target | +$624 | +$686 | +$791 | +$957 |
| $158 (+15%) | +$694 | +$758 | +$856 | +$957 |
| $165 (+20%) | +$812 | +$866 | +$929 | +$957 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.