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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $137.38 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If PEP hits $155 by Sep 18: the long stock returns +$1,762 (12.8%) on $13,738 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Sep 18.
๐ Projected Return
P&L if PEP hits $155 by Sep 18
+$1,762
+12.8% on $13,738 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$13,738
If stock โ $0
Break-even
$137.38
+0.0% from spot
Prob. of Target Hit
23%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 11 | Sep 10 (exp) |
|---|---|---|---|
| $110 (-20%) | -$2,748 | -$2,748 | -$2,748 |
| $117 (-15%) | -$2,061 | -$2,061 | -$2,061 |
| $124 (-10%) | -$1,374 | -$1,374 | -$1,374 |
| $131 (-5%) | -$687 | -$687 | -$687 |
| $135 (-2%) | -$275 | -$275 | -$275 |
| $137 (0%) โ spot | +$0 | +$0 | +$0 |
| $140 (+2%) | +$275 | +$275 | +$275 |
| $144 (+5%) | +$687 | +$687 | +$687 |
| $151 (+10%) | +$1,374 | +$1,374 | +$1,374 |
| $155 (+13%) โ target | +$1,762 | +$1,762 | +$1,762 |
| $158 (+15%) | +$2,061 | +$2,061 | +$2,061 |
| $165 (+20%) | +$2,748 | +$2,748 | +$2,748 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.