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 $12 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $12 ยท Jul '26
Qty 1 ยท Premium $1.07 ยท ฮ -0.43
SHORT PUT ยท $12 ยท Jun '26
Qty 1 ยท Premium $0.67 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If COLD hits $12 by Jun 19: the diagonal put spread returns +$47 (117.2%) on $40 risked, vs $-51 (-4.2%) for 100 shares on $1,201. Options give 27.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if COLD is at $12. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COLD hits $12 by Jun 19
+$47
+117.2% on $40 risked
Max Profit
+$45
If the stock price is favorable
Max Loss
โ$39
Worst-case within chart range
Break-even
$12.51
+4.14% from spot
Prob. of Target Hit
83%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-7.11 / 0.1 / 0.48
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%) | +$9 | +$11 | +$12 | +$9 |
| $10 (-15%) | +$8 | +$11 | +$15 | +$14 |
| $11 (-10%) | +$7 | +$10 | +$16 | +$24 |
| $12 (-4%) โ target | +$3 | +$7 | +$13 | +$47 |
| $12 (-2%) | +$2 | +$5 | +$10 | +$32 |
| $12 (0%) โ spot | -$0 | +$3 | +$7 | +$20 |
| $12 (+2%) | -$2 | +$0 | +$4 | +$9 |
| $13 (+5%) | -$5 | -$3 | -$1 | -$4 |
| $13 (+10%) | -$10 | -$9 | -$10 | -$19 |
| $14 (+15%) | -$14 | -$15 | -$18 | -$29 |
| $14 (+20%) | -$19 | -$21 | -$25 | -$34 |
Uses COLD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.