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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $12.01 ยท ฮ 1.00
SHORT CALL ยท $13 ยท Jun '26
Qty 1 ยท Premium $0.62 ยท ฮ 0.4
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If COLD hits $13 by Jun 19: the covered call returns +$161 (14.1%) on $1,139 risked, vs +$99 (8.2%) for 100 shares on $1,201. Options give 1.7ร 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
+$161
+14.1% on $1,139 risked
Max Profit
+$161
If the stock โฅ $13 at expiry
Max Loss
โ$1,139
If stock โ $0 (minus premium received)
Break-even
$11.39
-5.16% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
59.92 / 0.75 / -1.99
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%) | -$185 | -$181 | -$178 | -$178 |
| $10 (-15%) | -$132 | -$125 | -$119 | -$118 |
| $11 (-10%) | -$83 | -$72 | -$62 | -$58 |
| $11 (-5%) | -$39 | -$24 | -$8 | +$2 |
| $12 (-2%) | -$15 | +$2 | +$21 | +$38 |
| $12 (0%) โ spot | +$0 | +$18 | +$39 | +$62 |
| $12 (+2%) | +$14 | +$33 | +$56 | +$86 |
| $13 (+5%) | +$33 | +$53 | +$78 | +$122 |
| $13 (+8%) โ target | +$52 | +$72 | +$98 | +$161 |
| $13 (+10%) | +$61 | +$81 | +$107 | +$161 |
| $14 (+15%) | +$83 | +$103 | +$128 | +$161 |
| $14 (+20%) | +$100 | +$119 | +$141 | +$161 |
Uses COLD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.