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
Bullish. Unlimited upside, capped loss = premium 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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If PEP hits $155 by Sep 18: the long call returns +$1,310 (189.9%) on $690 risked, vs +$1,762 (12.8%) for 100 shares on $13,738. Options give 14.8ร 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
+$1,310
+189.9% on $690 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$690
Premium paid
Break-even
$141.90
+3.29% from spot
Prob. of Target Hit
23%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
58.23 / -3.81 / 23.47
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%) | -$674 | -$686 | -$690 | -$690 |
| $117 (-15%) | -$627 | -$664 | -$687 | -$690 |
| $124 (-10%) | -$510 | -$585 | -$659 | -$690 |
| $131 (-5%) | -$281 | -$391 | -$528 | -$690 |
| $135 (-2%) | -$82 | -$201 | -$357 | -$690 |
| $137 (0%) โ spot | +$78 | -$42 | -$198 | -$452 |
| $140 (+2%) | +$257 | +$140 | -$6 | -$177 |
| $144 (+5%) | +$558 | +$452 | +$330 | +$235 |
| $151 (+10%) | +$1,131 | +$1,049 | +$971 | +$922 |
| $155 (+13%) โ target | +$1,482 | +$1,413 | +$1,352 | +$1,310 |
| $158 (+15%) | +$1,761 | +$1,701 | +$1,649 | +$1,609 |
| $165 (+20%) | +$2,424 | +$2,376 | +$2,334 | +$2,296 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.