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 $130 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG PUT ยท $135 ยท Oct '26
Qty 1 ยท Premium $5.71 ยท ฮ -0.42
SHORT PUT ยท $130 ยท Sep '26
Qty 1 ยท Premium $2.67 ยท ฮ -0.28
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If PEP hits $130 by Sep 18: the diagonal put spread returns +$318 (104.5%) on $304 risked, vs $-738 (-5.4%) for 100 shares on $13,738. Options give 19.4ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if PEP is at $130. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $130 by Sep 18
+$318
+104.5% on $304 risked
Max Profit
+$306
If the stock price is favorable
Max Loss
โ$304
Worst-case within chart range
Break-even
$135.65
-1.26% from spot
Prob. of Target Hit
61%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
-13.87 / 0.05 / 7.44
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%) | +$150 | +$155 | +$153 | +$150 |
| $117 (-15%) | +$140 | +$156 | +$167 | +$155 |
| $124 (-10%) | +$106 | +$131 | +$170 | +$195 |
| $130 (-5%) โ target | +$48 | +$71 | +$115 | +$327 |
| $135 (-2%) | -$7 | +$7 | +$31 | +$58 |
| $137 (0%) โ spot | -$41 | -$35 | -$27 | -$59 |
| $140 (+2%) | -$76 | -$77 | -$85 | -$145 |
| $144 (+5%) | -$125 | -$136 | -$161 | -$228 |
| $151 (+10%) | -$195 | -$214 | -$245 | -$286 |
| $158 (+15%) | -$243 | -$261 | -$284 | -$301 |
| $165 (+20%) | -$273 | -$286 | -$298 | -$304 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.