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 $14 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $12 ยท Jun '26
Qty 1 ยท Premium $1.02 ยท ฮ 0.56
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If COLD hits $14 by Jun 19: the long straddle returns +$8 (4.1%) on $192 risked, vs +$199 (16.6%) for 100 shares on $1,201. Options give 0.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if COLD is at $14. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COLD hits $14 by Jun 19
+$8
+4.1% on $192 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$192
Both premiums paid
Break-even
$13.92
+15.92% from spot
Prob. of Target Hit
41%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.6 / -1.42 / 4.06
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%) | +$68 | +$55 | +$46 | +$46 |
| $10 (-15%) | +$33 | +$13 | -$7 | -$14 |
| $11 (-10%) | +$10 | -$17 | -$48 | -$74 |
| $11 (-5%) | -$2 | -$34 | -$74 | -$134 |
| $12 (-2%) | -$3 | -$36 | -$80 | -$170 |
| $12 (0%) โ spot | -$1 | -$35 | -$80 | -$192 |
| $12 (+2%) | +$3 | -$32 | -$77 | -$168 |
| $13 (+5%) | +$12 | -$23 | -$66 | -$132 |
| $13 (+10%) | +$35 | +$3 | -$35 | -$72 |
| $14 (+15%) | +$67 | +$38 | +$8 | -$12 |
| $14 (+17%) โ target | +$79 | +$51 | +$23 | +$7 |
| $14 (+20%) | +$106 | +$82 | +$59 | +$48 |
Uses COLD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.