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 $160 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
Bet on big move in either direction. Two premiums paid.
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
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If PEP hits $160 by Sep 18: the long straddle returns +$1,363 (119.9%) on $1,137 risked, vs +$2,262 (16.5%) for 100 shares on $13,738. Options give 7.3ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 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.
๐ Projected Return
P&L if PEP hits $160 by Sep 18
+$1,363
+119.9% on $1,137 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,137
Both premiums paid
Break-even
$146.37
+6.54% from spot
Prob. of Target Hit
12%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
17.06 / -7.75 / 46.93
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%) | +$1,292 | +$1,305 | +$1,335 | +$1,373 |
| $117 (-15%) | +$698 | +$661 | +$653 | +$686 |
| $124 (-10%) | +$247 | +$133 | +$23 | -$1 |
| $131 (-5%) | +$17 | -$166 | -$402 | -$688 |
| $135 (-2%) | +$4 | -$198 | -$472 | -$1,100 |
| $137 (0%) โ spot | +$48 | -$156 | -$430 | -$899 |
| $140 (+2%) | +$131 | -$66 | -$321 | -$624 |
| $144 (+5%) | +$322 | +$146 | -$59 | -$212 |
| $151 (+10%) | +$780 | +$652 | +$534 | +$475 |
| $158 (+15%) | +$1,354 | +$1,269 | +$1,203 | +$1,162 |
| $160 (+16%) โ target | +$1,536 | +$1,461 | +$1,403 | +$1,363 |
| $165 (+20%) | +$1,992 | +$1,934 | +$1,887 | +$1,849 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.