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 $92 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $82.22 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $92 by Jun 19: the long stock returns +$978 (11.9%) on $8,222 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if CSCO hits $92 by Jun 19
+$978
+11.9% on $8,222 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$8,222
If stock โ $0
Break-even
$82.22
+0.0% from spot
Prob. of Target Hit
37%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 13 | Jun 12 (exp) |
|---|---|---|---|
| $66 (-20%) | -$1,644 | -$1,644 | -$1,644 |
| $70 (-15%) | -$1,233 | -$1,233 | -$1,233 |
| $74 (-10%) | -$822 | -$822 | -$822 |
| $78 (-5%) | -$411 | -$411 | -$411 |
| $81 (-2%) | -$164 | -$164 | -$164 |
| $82 (0%) โ spot | +$0 | +$0 | +$0 |
| $84 (+2%) | +$164 | +$164 | +$164 |
| $86 (+5%) | +$411 | +$411 | +$411 |
| $90 (+10%) | +$822 | +$822 | +$822 |
| $92 (+12%) โ target | +$978 | +$978 | +$978 |
| $95 (+15%) | +$1,233 | +$1,233 | +$1,233 |
| $99 (+20%) | +$1,644 | +$1,644 | +$1,644 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.