Target Price Playground
CSCO
$82.22
๐ข
CSCO IV: 30.1% โ LOW
(-37.8% vs 30d avg of 48.5%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $72 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $82 ยท Jun '26
Qty 1 ยท Premium $3.85 ยท ฮ -0.44
SHORT PUT ยท $76 ยท Jun '26
Qty 1 ยท Premium $1.58 ยท ฮ -0.23
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $72 by Jun 19: the bear put spread returns +$372 (163.5%) on $228 risked, vs $-1,022 (-12.4%) for 100 shares on $8,222. Options give 13.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CSCO is at $72. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $72 by Jun 19
+$372
+163.5% on $228 risked
Max Profit
+$372
If the stock โค $76 at expiry
Max Loss
โ$228
Net debit
Break-even
$79.72
-3.04% from spot
Prob. of Target Hit
34%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-20.72 / -0.47 / 3.11
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
| CSCO Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $66 (-20%) | +$318 | +$341 | +$365 | +$373 |
| $70 (-15%) | +$262 | +$291 | +$333 | +$373 |
| $72 (-12%) โ target | +$224 | +$251 | +$297 | +$373 |
| $74 (-10%) | +$183 | +$205 | +$247 | +$373 |
| $78 (-5%) | +$91 | +$96 | +$105 | +$162 |
| $81 (-2%) | +$36 | +$29 | +$13 | -$85 |
| $82 (0%) โ spot | +$1 | -$13 | -$42 | -$227 |
| $84 (+2%) | -$32 | -$52 | -$91 | -$227 |
| $86 (+5%) | -$76 | -$102 | -$147 | -$227 |
| $90 (+10%) | -$135 | -$162 | -$200 | -$227 |
| $95 (+15%) | -$174 | -$196 | -$220 | -$227 |
| $99 (+20%) | -$199 | -$214 | -$225 | -$227 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.