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 $90 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 + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $82.22 ยท ฮ 1.00
LONG PUT ยท $78 ยท Jun '26
Qty 1 ยท Premium $2.19 ยท ฮ -0.3
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $90 by Jun 19: the protective put returns +$559 (6.6%) on $8,441 risked, vs +$778 (9.5%) for 100 shares on $8,222. Options give 0.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CSCO is at $90. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $90 by Jun 19
+$559
+6.6% on $8,441 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$641
Put floors you at $78
Break-even
$84.41
+2.67% from spot
Prob. of Target Hit
47%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
70.17 / -2.47 / 12.22
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%) | -$656 | -$663 | -$660 | -$641 |
| $70 (-15%) | -$583 | -$614 | -$642 | -$641 |
| $74 (-10%) | -$454 | -$506 | -$572 | -$641 |
| $78 (-5%) | -$259 | -$322 | -$407 | -$630 |
| $81 (-2%) | -$110 | -$173 | -$255 | -$383 |
| $82 (0%) โ spot | +$0 | -$59 | -$134 | -$219 |
| $84 (+2%) | +$119 | +$64 | -$1 | -$55 |
| $86 (+5%) | +$313 | +$266 | +$218 | +$192 |
| $90 (+9%) โ target | +$627 | +$593 | +$566 | +$559 |
| $95 (+15%) | +$1,045 | +$1,026 | +$1,015 | +$1,014 |
| $99 (+20%) | +$1,439 | +$1,429 | +$1,425 | +$1,425 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.