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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $57 · Dec '26
Qty 1 · Premium $2.75 · Δ 0.54
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If PYPL hits $64 by Dec 18: the long call returns +$425 (154.5%) on $275 risked, vs +$699 (12.3%) for 100 shares on $5,701. Options give 12.6× 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
+$425
+154.5% on $275 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$275
Premium paid
Break-even
$59.75
+4.81% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
54.4 / -3.02 / 8.2
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%) | -$269 | -$274 | -$275 | -$275 |
| $48 (-15%) | -$252 | -$266 | -$274 | -$275 |
| $51 (-10%) | -$211 | -$240 | -$266 | -$275 |
| $54 (-5%) | -$130 | -$175 | -$227 | -$275 |
| $56 (-2%) | -$58 | -$109 | -$173 | -$275 |
| $57 (0%) ← spot | +$0 | -$53 | -$120 | -$274 |
| $58 (+2%) | +$66 | +$13 | -$53 | -$160 |
| $60 (+5%) | +$179 | +$129 | +$70 | +$11 |
| $63 (+10%) | +$398 | +$359 | +$319 | +$296 |
| $64 (+12%) ← target | +$508 | +$473 | +$442 | +$425 |
| $66 (+15%) | +$647 | +$618 | +$594 | +$581 |
| $68 (+20%) | +$914 | +$893 | +$878 | +$866 |
Uses PYPL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.