Target Price Playground

Templates Custom Builder LEAP Simulator
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 $60 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

48d from today

⚙️ Legs

SHORT PUT · $52 · Dec '26
Qty 1 · Premium $0.66 · Δ -0.18
P&L at Expiry Now $57 Target $60 $40 $57 $74
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If PYPL hits $60 by Dec 18: the cash-secured put returns +$66 (1.3%) on $-66 credit (max loss $5,134), vs +$299 (5.2%) for 100 shares on $5,701. Options give 0.2× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PYPL is at $60. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if PYPL hits $60 by Dec 18
+$66
+1.3% on $5,134 max loss
Max Profit
+$66
If the stock ≥ $52 at expiry
Max Loss
−$5,134
If stock → $0 after assignment
Break-even
$51.34
-9.95% from spot
Prob. of Target Hit
64%
IV-implied, 48d (rough)
Net Δ / Θ / V
17.91 / 1.63 / -5.41
per spread, per $1 move / day / vol pt
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📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

PYPL Price Today Nov 16 Dec 2 Dec 18 (exp)
$46 (-20%) -$580 -$570 -$566 -$573
$48 (-15%) -$358 -$332 -$303 -$288
$51 (-10%) -$187 -$150 -$100 -$3
$54 (-5%) -$70 -$34 +$12 +$66
$56 (-2%) -$23 +$8 +$43 +$66
$57 (0%) ← spot -$0 +$27 +$54 +$66
$58 (+2%) +$18 +$40 +$60 +$66
$60 (+5%) ← target +$38 +$54 +$64 +$66
$63 (+10%) +$54 +$62 +$66 +$66
$66 (+15%) +$62 +$65 +$66 +$66
$68 (+20%) +$65 +$66 +$66 +$66
Uses PYPL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.