Target Price Playground
PEP
$137.34
🟢
PEP IV: 21.3% — LOW
(-47.2% vs 30d avg of 40.4%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $150 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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, sell OTM call for income. Caps upside.
🎯 Target
48d from today
⚙️ Legs
LONG 100 SHARES
@ $137.34 · Δ 1.00
SHORT CALL · $150 · Dec '26
Qty 1 · Premium $0.83 · Δ 0.15
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If PEP hits $150 by Dec 18: the covered call returns +$1,349 (9.9%) on $13,651 risked, vs +$1,266 (9.2%) for 100 shares on $13,734. Options give 1.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 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.
📊 Projected Return
P&L if PEP hits $150 by Dec 18
+$1,349
+9.9% on $13,651 risked
Max Profit
+$1,349
If the stock ≥ $150 at expiry
Max Loss
−$13,651
If stock → $0 (minus premium received)
Break-even
$136.51
-0.6% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
85.32 / 2.66 / -13.78
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| PEP Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $110 (-20%) | -$2,664 | -$2,664 | -$2,664 | -$2,664 |
| $117 (-15%) | -$1,978 | -$1,977 | -$1,977 | -$1,977 |
| $124 (-10%) | -$1,296 | -$1,291 | -$1,290 | -$1,290 |
| $130 (-5%) | -$634 | -$614 | -$605 | -$604 |
| $135 (-2%) | -$260 | -$221 | -$196 | -$192 |
| $137 (0%) ← spot | -$27 | +$27 | +$71 | +$83 |
| $140 (+2%) | +$190 | +$260 | +$328 | +$358 |
| $144 (+5%) | +$477 | +$569 | +$676 | +$770 |
| $150 (+9%) ← target | +$793 | +$902 | +$1,039 | +$1,349 |
| $158 (+15%) | +$1,064 | +$1,160 | +$1,266 | +$1,349 |
| $165 (+20%) | +$1,180 | +$1,250 | +$1,312 | +$1,349 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.