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 $78 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $82 ยท Jul '26
Qty 1 ยท Premium $4.53 ยท ฮ -0.43
SHORT PUT ยท $78 ยท Jun '26
Qty 1 ยท Premium $2.19 ยท ฮ -0.3
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $78 by Jun 19: the diagonal put spread returns +$263 (112.5%) on $234 risked, vs $-422 (-5.1%) for 100 shares on $8,222. Options give 22.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CSCO is at $78. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $78 by Jun 19
+$263
+112.5% on $234 risked
Max Profit
+$260
If the stock price is favorable
Max Loss
โ$233
Worst-case within chart range
Break-even
$82.68
+0.55% from spot
Prob. of Target Hit
70%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-13.41 / 0.3 / 4.28
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%) | +$134 | +$141 | +$144 | +$139 |
| $70 (-15%) | +$121 | +$136 | +$152 | +$146 |
| $74 (-10%) | +$94 | +$114 | +$145 | +$177 |
| $78 (-5%) โ target | +$53 | +$71 | +$103 | +$262 |
| $81 (-2%) | +$21 | +$34 | +$55 | +$102 |
| $82 (0%) โ spot | -$0 | +$7 | +$20 | +$19 |
| $84 (+2%) | -$23 | -$19 | -$17 | -$48 |
| $86 (+5%) | -$56 | -$59 | -$70 | -$122 |
| $90 (+10%) | -$106 | -$119 | -$143 | -$192 |
| $95 (+15%) | -$148 | -$164 | -$189 | -$221 |
| $99 (+20%) | -$179 | -$195 | -$214 | -$230 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.