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 $50 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 bearish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $57 · Dec '26
Qty 1 · Premium $2.4 · Δ -0.46
SHORT PUT · $52 · Dec '26
Qty 1 · Premium $0.66 · Δ -0.18
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If PYPL hits $50 by Dec 18: the bear put spread returns +$326 (187.1%) on $174 risked, vs $-701 (-12.3%) for 100 shares on $5,701. Options give 15.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PYPL is at $50. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PYPL hits $50 by Dec 18
+$326
+187.1% on $174 risked
Max Profit
+$326
If the stock ≤ $52 at expiry
Max Loss
−$174
Net debit
Break-even
$55.26
-3.07% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
-27.7 / -0.69 / 2.79
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%) | +$292 | +$308 | +$322 | +$326 |
| $48 (-15%) | +$245 | +$268 | +$301 | +$326 |
| $50 (-12%) ← target | +$209 | +$231 | +$269 | +$326 |
| $51 (-10%) | +$173 | +$192 | +$226 | +$326 |
| $54 (-5%) | +$85 | +$88 | +$93 | +$110 |
| $56 (-2%) | +$33 | +$24 | +$7 | -$61 |
| $57 (0%) ← spot | +$0 | -$14 | -$43 | -$174 |
| $58 (+2%) | -$30 | -$49 | -$84 | -$174 |
| $60 (+5%) | -$69 | -$92 | -$128 | -$174 |
| $63 (+10%) | -$117 | -$138 | -$162 | -$174 |
| $66 (+15%) | -$146 | -$160 | -$172 | -$174 |
| $68 (+20%) | -$161 | -$169 | -$174 | -$174 |
Uses PYPL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.