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 $66 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $57 · Dec '26
Qty 1 · Premium $2.75 · Δ 0.54
LONG PUT · $57 · Dec '26
Qty 1 · Premium $2.4 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If PYPL hits $66 by Dec 18: the long straddle returns +$385 (74.6%) on $515 risked, vs +$899 (15.8%) for 100 shares on $5,701. Options give 4.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if PYPL is at $66. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if PYPL hits $66 by Dec 18
+$385
+74.6% on $515 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$515
Both premiums paid
Break-even
$62.15
+9.02% from spot
Prob. of Target Hit
16%
IV-implied, 48d (rough)
Net Δ / Θ / V
8.79 / -5.35 / 16.4
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%) | +$603 | +$604 | +$613 | +$624 |
| $48 (-15%) | +$351 | +$334 | +$329 | +$339 |
| $51 (-10%) | +$149 | +$101 | +$60 | +$54 |
| $54 (-5%) | +$26 | -$53 | -$147 | -$231 |
| $56 (-2%) | -$2 | -$92 | -$209 | -$402 |
| $57 (0%) ← spot | +$0 | -$94 | -$217 | -$514 |
| $58 (+2%) | +$18 | -$76 | -$197 | -$400 |
| $60 (+5%) | +$73 | -$15 | -$122 | -$229 |
| $63 (+10%) | +$227 | +$159 | +$91 | +$56 |
| $66 (+16%) ← target | +$476 | +$432 | +$399 | +$385 |
| $68 (+20%) | +$688 | +$658 | +$638 | +$626 |
Uses PYPL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.