Target Price Playground
COLD
$12.01
๐ข
COLD IV: 47.3% โ LOW
(-21.1% vs 30d avg of 59.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $11 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $12 ยท Jun '26
Qty 1 ยท Premium $0.91 ยท ฮ -0.44
SHORT PUT ยท $11 ยท Jun '26
Qty 1 ยท Premium $0.47 ยท ฮ -0.28
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If COLD hits $11 by Jun 19: the bear put spread returns +$57 (130.2%) on $43 risked, vs $-151 (-12.6%) for 100 shares on $1,201. Options give 10.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if COLD is at $11. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COLD hits $11 by Jun 19
+$57
+130.2% on $43 risked
Max Profit
+$57
If the stock โค $11 at expiry
Max Loss
โ$43
Net debit
Break-even
$11.57
-3.7% from spot
Prob. of Target Hit
53%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-16.02 / -0.07 / 0.29
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| COLD Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $10 (-20%) | +$38 | +$42 | +$49 | +$56 |
| $10 (-15%) | +$29 | +$33 | +$40 | +$56 |
| $11 (-13%) โ target | +$25 | +$28 | +$34 | +$56 |
| $11 (-10%) | +$20 | +$22 | +$26 | +$56 |
| $11 (-5%) | +$9 | +$9 | +$10 | +$15 |
| $12 (-2%) | +$3 | +$2 | -$0 | -$21 |
| $12 (0%) โ spot | -$1 | -$3 | -$7 | -$44 |
| $12 (+2%) | -$4 | -$7 | -$13 | -$44 |
| $13 (+5%) | -$10 | -$13 | -$21 | -$44 |
| $13 (+10%) | -$18 | -$22 | -$31 | -$44 |
| $14 (+15%) | -$24 | -$29 | -$37 | -$44 |
| $14 (+20%) | -$29 | -$34 | -$41 | -$44 |
Uses COLD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.