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 $89 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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $82.22 ยท ฮ 1.00
SHORT CALL ยท $89 ยท Jun '26
Qty 1 ยท Premium $2.08 ยท ฮ 0.32
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If CSCO hits $89 by Jun 19: the covered call returns +$886 (11.1%) on $8,014 risked, vs +$678 (8.2%) for 100 shares on $8,222. Options give 1.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CSCO is at $89. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CSCO hits $89 by Jun 19
+$886
+11.1% on $8,014 risked
Max Profit
+$886
If the stock โฅ $89 at expiry
Max Loss
โ$8,014
If stock โ $0 (minus premium received)
Break-even
$80.14
-2.53% from spot
Prob. of Target Hit
53%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
68.23 / 3.17 / -12.56
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%) | -$1,440 | -$1,437 | -$1,436 | -$1,436 |
| $70 (-15%) | -$1,041 | -$1,029 | -$1,025 | -$1,025 |
| $74 (-10%) | -$658 | -$631 | -$616 | -$614 |
| $78 (-5%) | -$307 | -$257 | -$216 | -$203 |
| $81 (-2%) | -$116 | -$52 | +$11 | +$44 |
| $82 (0%) โ spot | +$0 | +$73 | +$152 | +$208 |
| $84 (+2%) | +$108 | +$189 | +$283 | +$372 |
| $86 (+5%) | +$252 | +$342 | +$454 | +$619 |
| $89 (+8%) โ target | +$384 | +$480 | +$600 | +$886 |
| $90 (+10%) | +$445 | +$541 | +$662 | +$886 |
| $95 (+15%) | +$584 | +$674 | +$779 | +$886 |
| $99 (+20%) | +$677 | +$754 | +$833 | +$886 |
Uses CSCO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.