Target Price Playground
PEP
$137.38
๐ข
PEP IV: 21.7% โ LOW
(-49.7% 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, sell OTM call for income. Caps upside.
๐ฏ Target
69d from today
โ๏ธ Legs
LONG 100 SHARES
@ $137.38 ยท ฮ 1.00
SHORT CALL ยท $150 ยท Sep '26
Qty 1 ยท Premium $1.47 ยท ฮ 0.2
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If PEP hits $150 by Sep 18: the covered call returns +$1,409 (10.4%) on $13,591 risked, vs +$1,262 (9.2%) for 100 shares on $13,738. Options give 1.1ร capital efficiency.
๐ Expiry
Options expire Sep 18, 2026 (69 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
+$1,409
+10.4% on $13,591 risked
Max Profit
+$1,409
If the stock โฅ $150 at expiry
Max Loss
โ$13,591
If stock โ $0 (minus premium received)
Break-even
$135.91
-1.07% from spot
Prob. of Target Hit
39%
IV-implied, 69d (rough)
Net ฮ / ฮ / V
79.77 / 2.74 / -16.35
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%) | -$2,602 | -$2,601 | -$2,601 | -$2,601 |
| $117 (-15%) | -$1,920 | -$1,915 | -$1,914 | -$1,914 |
| $124 (-10%) | -$1,252 | -$1,234 | -$1,227 | -$1,227 |
| $131 (-5%) | -$620 | -$574 | -$544 | -$540 |
| $135 (-2%) | -$272 | -$202 | -$144 | -$128 |
| $137 (0%) โ spot | -$57 | +$30 | +$113 | +$147 |
| $140 (+2%) | +$142 | +$245 | +$355 | +$422 |
| $144 (+5%) | +$407 | +$530 | +$677 | +$834 |
| $150 (+9%) โ target | +$705 | +$843 | +$1,018 | +$1,409 |
| $158 (+15%) | +$988 | +$1,118 | +$1,268 | +$1,409 |
| $165 (+20%) | +$1,131 | +$1,238 | +$1,342 | +$1,409 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.