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 $95 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 $82 ยท Jun '26
Qty 1 ยท Premium $4.75 ยท ฮ 0.56
LONG PUT ยท $82 ยท Jun '26
Qty 1 ยท Premium $3.85 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $95 by Jun 19: the long straddle returns +$440 (51.1%) on $860 risked, vs +$1,278 (15.5%) for 100 shares on $8,222. Options give 3.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CSCO is at $95. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $95 by Jun 19
+$440
+51.1% on $860 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$860
Both premiums paid
Break-even
$90.60
+10.19% from spot
Prob. of Target Hit
24%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.84 / -6.38 / 27.8
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%) | +$738 | +$730 | +$740 | +$762 |
| $70 (-15%) | +$406 | +$361 | +$337 | +$351 |
| $74 (-10%) | +$155 | +$62 | -$28 | -$60 |
| $78 (-5%) | +$15 | -$120 | -$285 | -$471 |
| $81 (-2%) | -$9 | -$159 | -$352 | -$718 |
| $82 (0%) โ spot | +$0 | -$154 | -$355 | -$838 |
| $84 (+2%) | +$29 | -$126 | -$324 | -$674 |
| $86 (+5%) | +$108 | -$40 | -$220 | -$427 |
| $90 (+10%) | +$318 | +$195 | +$66 | -$16 |
| $95 (+16%) โ target | +$642 | +$552 | +$476 | +$440 |
| $99 (+20%) | +$947 | +$881 | +$833 | +$806 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.