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 $120 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG PUT ยท $135 ยท Sep '26
Qty 1 ยท Premium $4.47 ยท ฮ -0.41
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If PEP hits $120 by Sep 18: the long put returns +$1,053 (235.6%) on $447 risked, vs $-1,738 (-12.7%) for 100 shares on $13,738. Options give 18.6ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 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.
๐ Projected Return
P&L if PEP hits $120 by Sep 18
+$1,053
+235.6% on $447 risked
Max Profit
+$13,053
If stock โ $0
Max Loss
โ$447
Premium paid
Break-even
$130.53
-4.99% from spot
Prob. of Target Hit
23%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-41.17 / -3.93 / 23.46
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%) | +$1,966 | +$1,991 | +$2,025 | +$2,063 |
| $117 (-15%) | +$1,326 | +$1,326 | +$1,341 | +$1,376 |
| $120 (-13%) โ target | +$1,047 | +$1,029 | +$1,024 | +$1,053 |
| $124 (-10%) | +$757 | +$718 | +$682 | +$689 |
| $131 (-5%) | +$298 | +$225 | +$126 | +$2 |
| $135 (-2%) | +$86 | +$3 | -$115 | -$410 |
| $137 (0%) โ spot | -$30 | -$114 | -$232 | -$447 |
| $140 (+2%) | -$126 | -$206 | -$315 | -$447 |
| $144 (+5%) | -$237 | -$306 | -$390 | -$447 |
| $151 (+10%) | -$351 | -$396 | -$436 | -$447 |
| $158 (+15%) | -$407 | -$431 | -$446 | -$447 |
| $165 (+20%) | -$432 | -$443 | -$447 | -$447 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.