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 $54 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $57 · Jan '27
Qty 1 · Premium $2.97 · Δ -0.45
SHORT PUT · $54 · Dec '26
Qty 1 · Premium $1.18 · Δ -0.28
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If PYPL hits $54 by Dec 18: the diagonal put spread returns +$185 (103.9%) on $178 risked, vs $-301 (-5.3%) for 100 shares on $5,701. Options give 19.6× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PYPL is at $54. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PYPL hits $54 by Dec 18
+$185
+103.9% on $178 risked
Max Profit
+$184
If the stock price is favorable
Max Loss
−$178
Worst-case within chart range
Break-even
$57.20
+0.33% from spot
Prob. of Target Hit
64%
IV-implied, 48d (rough)
Net Δ / Θ / V
-16.63 / 0.29 / 3.34
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%) | +$102 | +$105 | +$105 | +$102 |
| $48 (-15%) | +$96 | +$105 | +$112 | +$107 |
| $51 (-10%) | +$77 | +$92 | +$113 | +$129 |
| $54 (-5%) ← target | +$46 | +$60 | +$83 | +$185 |
| $56 (-2%) | +$18 | +$27 | +$42 | +$66 |
| $57 (0%) ← spot | -$1 | +$5 | +$12 | +$8 |
| $58 (+2%) | -$20 | -$18 | -$19 | -$40 |
| $60 (+5%) | -$48 | -$52 | -$62 | -$94 |
| $63 (+10%) | -$90 | -$101 | -$119 | -$146 |
| $66 (+15%) | -$123 | -$135 | -$151 | -$168 |
| $68 (+20%) | -$146 | -$156 | -$167 | -$176 |
Uses PYPL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.