Target Price Playground
PYPL
$57.01
🟢
PYPL IV: 27.2% — LOW
(-56.5% vs 30d avg of 62.5%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $64 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $57 · Dec '26
Qty 1 · Premium $2.75 · Δ 0.54
SHORT CALL · $62 · Dec '26
Qty 1 · Premium $0.98 · Δ 0.26
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If PYPL hits $64 by Dec 18: the bull call spread returns +$323 (182.8%) on $177 risked, vs +$699 (12.3%) for 100 shares on $5,701. Options give 14.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PYPL is at $64. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PYPL hits $64 by Dec 18
+$323
+182.8% on $177 risked
Max Profit
+$323
If the stock ≥ $62 at expiry
Max Loss
−$177
Net debit
Break-even
$58.77
+3.08% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
27.96 / -0.64 / 1.43
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
| PYPL Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $46 (-20%) | -$172 | -$176 | -$177 | -$177 |
| $48 (-15%) | -$158 | -$169 | -$176 | -$177 |
| $51 (-10%) | -$127 | -$147 | -$168 | -$177 |
| $54 (-5%) | -$73 | -$96 | -$132 | -$177 |
| $56 (-2%) | -$31 | -$50 | -$85 | -$177 |
| $57 (0%) ← spot | -$0 | -$14 | -$42 | -$176 |
| $58 (+2%) | +$32 | +$25 | +$9 | -$62 |
| $60 (+5%) | +$81 | +$84 | +$90 | +$109 |
| $63 (+10%) | +$158 | +$176 | +$209 | +$323 |
| $64 (+12%) ← target | +$188 | +$210 | +$248 | +$323 |
| $66 (+15%) | +$219 | +$243 | +$281 | +$323 |
| $68 (+20%) | +$263 | +$285 | +$311 | +$323 |
Uses PYPL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.