Target Price Playground
COST
$998.47
๐ข
COST IV: 24.8% โ LOW
(-40.9% vs 30d avg of 42.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $1150 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 $1000 ยท Jun '26
Qty 1 ยท Premium $41.72 ยท ฮ 0.54
LONG PUT ยท $1000 ยท Jun '26
Qty 1 ยท Premium $38.22 ยท ฮ -0.47
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If COST hits $1150 by Jun 19: the long straddle returns +$7,006 (87.6%) on $7,994 risked, vs +$15,153 (15.2%) for 100 shares on $99,847. Options give 5.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if COST is at $1150. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if COST hits $1150 by Jun 19
+$7,006
+87.6% on $7,994 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$7,994
Both premiums paid
Break-even
$920.06
-7.85% from spot
Prob. of Target Hit
16%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
7.54 / -62.57 / 336.64
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
| COST Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $799 (-20%) | +$11,458 | +$11,606 | +$11,845 | +$12,128 |
| $849 (-15%) | +$6,950 | +$6,809 | +$6,871 | +$7,136 |
| $899 (-10%) | +$3,272 | +$2,610 | +$2,101 | +$2,144 |
| $949 (-5%) | +$997 | -$231 | -$1,657 | -$2,849 |
| $979 (-2%) | +$485 | -$972 | -$2,828 | -$5,844 |
| $998 (0%) โ spot | +$520 | -$1,012 | -$2,999 | -$7,841 |
| $1018 (+2%) | +$851 | -$692 | -$2,667 | -$6,150 |
| $1048 (+5%) | +$1,861 | +$411 | -$1,326 | -$3,155 |
| $1098 (+10%) | +$4,694 | +$3,572 | +$2,472 | +$1,838 |
| $1150 (+15%) โ target | +$8,699 | +$7,941 | +$7,342 | +$7,006 |
| $1198 (+20%) | +$13,008 | +$12,491 | +$12,112 | +$11,822 |
Uses COST's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.