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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If COLD hits $11 by Jun 19: the long put returns +$59 (65.5%) on $91 risked, vs $-151 (-12.6%) for 100 shares on $1,201. Options give 5.2ร 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
+$59
+65.5% on $91 risked
Max Profit
+$1,109
If stock โ $0
Max Loss
โ$91
Premium paid
Break-even
$11.09
-7.63% from spot
Prob. of Target Hit
53%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-44.2 / -0.64 / 2.03
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%) | +$154 | +$149 | +$146 | +$148 |
| $10 (-15%) | +$107 | +$98 | +$90 | +$88 |
| $11 (-13%) โ target | +$86 | +$76 | +$65 | +$59 |
| $11 (-10%) | +$65 | +$53 | +$39 | +$28 |
| $11 (-5%) | +$29 | +$15 | -$4 | -$32 |
| $12 (-2%) | +$11 | -$5 | -$25 | -$68 |
| $12 (0%) โ spot | -$0 | -$16 | -$37 | -$91 |
| $12 (+2%) | -$10 | -$26 | -$47 | -$91 |
| $13 (+5%) | -$24 | -$40 | -$60 | -$91 |
| $13 (+10%) | -$42 | -$57 | -$74 | -$91 |
| $14 (+15%) | -$56 | -$69 | -$83 | -$91 |
| $14 (+20%) | -$67 | -$77 | -$87 | -$91 |
Uses COLD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.