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 $150 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
Own stock + buy put as insurance against downside.
๐ฏ Target
68d from today
โ๏ธ Legs
LONG 100 SHARES
@ $137.38 ยท ฮ 1.00
LONG PUT ยท $130 ยท Sep '26
Qty 1 ยท Premium $2.67 ยท ฮ -0.28
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If PEP hits $150 by Sep 18: the protective put returns +$995 (7.1%) on $14,005 risked, vs +$1,262 (9.2%) for 100 shares on $13,738. Options give 0.8ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (68 days out). P&L shown is the value at expiry if PEP is at $150. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $150 by Sep 18
+$995
+7.1% on $14,005 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$1,005
Put floors you at $130
Break-even
$140.05
+1.94% from spot
Prob. of Target Hit
39%
IV-implied, 68d (rough)
Net ฮ / ฮ / V
71.93 / -3.49 / 20.22
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%) | -$1,076 | -$1,066 | -$1,041 | -$1,005 |
| $117 (-15%) | -$990 | -$1,013 | -$1,028 | -$1,005 |
| $124 (-10%) | -$801 | -$863 | -$942 | -$1,005 |
| $131 (-5%) | -$480 | -$560 | -$675 | -$954 |
| $135 (-2%) | -$223 | -$301 | -$407 | -$542 |
| $137 (0%) โ spot | -$27 | -$99 | -$190 | -$267 |
| $140 (+2%) | +$185 | +$121 | +$49 | +$8 |
| $144 (+5%) | +$528 | +$480 | +$434 | +$420 |
| $150 (+9%) โ target | +$1,046 | +$1,017 | +$998 | +$995 |
| $158 (+15%) | +$1,810 | +$1,799 | +$1,794 | +$1,794 |
| $165 (+20%) | +$2,486 | +$2,482 | +$2,481 | +$2,481 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.