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 $13 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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $12.01 ยท ฮ 1.00
LONG PUT ยท $12 ยท Jun '26
Qty 1 ยท Premium $0.67 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If COLD hits $13 by Jun 19: the protective put returns +$32 (2.5%) on $1,268 risked, vs +$99 (8.2%) for 100 shares on $1,201. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if COLD is at $13. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COLD hits $13 by Jun 19
+$32
+2.5% on $1,268 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$118
Put floors you at $12
Break-even
$12.68
+5.56% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
63.95 / -0.61 / 1.93
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%) | -$104 | -$111 | -$118 | -$118 |
| $10 (-15%) | -$88 | -$98 | -$110 | -$118 |
| $11 (-10%) | -$65 | -$78 | -$95 | -$118 |
| $11 (-5%) | -$36 | -$50 | -$70 | -$118 |
| $12 (-2%) | -$15 | -$30 | -$50 | -$91 |
| $12 (0%) โ spot | -$0 | -$15 | -$35 | -$67 |
| $12 (+2%) | +$16 | +$1 | -$18 | -$43 |
| $13 (+5%) | +$41 | +$27 | +$10 | -$7 |
| $13 (+8%) โ target | +$70 | +$57 | +$43 | +$32 |
| $13 (+10%) | +$87 | +$74 | +$61 | +$53 |
| $14 (+15%) | +$136 | +$126 | +$117 | +$113 |
| $14 (+20%) | +$189 | +$181 | +$175 | +$173 |
Uses COLD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.