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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
48d from today
⚙️ Legs
LONG PUT · $57 · Dec '26
Qty 1 · Premium $2.4 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If PYPL hits $50 by Dec 18: the long put returns +$460 (191.2%) on $240 risked, vs $-701 (-12.3%) for 100 shares on $5,701. Options give 15.5× 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
+$460
+191.2% on $240 risked
Max Profit
+$5,460
If stock → $0
Max Loss
−$240
Premium paid
Break-even
$54.60
-4.23% from spot
Prob. of Target Hit
28%
IV-implied, 48d (rough)
Net Δ / Θ / V
-45.6 / -2.32 / 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%) | +$872 | +$878 | +$888 | +$899 |
| $48 (-15%) | +$603 | +$600 | +$604 | +$614 |
| $50 (-12%) ← target | +$468 | +$457 | +$452 | +$460 |
| $51 (-10%) | +$360 | +$341 | +$327 | +$329 |
| $54 (-5%) | +$156 | +$122 | +$81 | +$44 |
| $56 (-2%) | +$56 | +$17 | -$36 | -$127 |
| $57 (0%) ← spot | +$0 | -$41 | -$97 | -$240 |
| $58 (+2%) | -$48 | -$89 | -$144 | -$240 |
| $60 (+5%) | -$106 | -$144 | -$192 | -$240 |
| $63 (+10%) | -$171 | -$200 | -$228 | -$240 |
| $66 (+15%) | -$207 | -$225 | -$238 | -$240 |
| $68 (+20%) | -$226 | -$235 | -$240 | -$240 |
Uses PYPL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.