Target Price Playground
DDOG
$105.37
๐ข
DDOG IV: 62.1% โ LOW
(-23.3% vs 30d avg of 80.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $120 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 $105 ยท Jun '26
Qty 1 ยท Premium $12.15 ยท ฮ 0.55
LONG PUT ยท $105 ยท Jun '26
Qty 1 ยท Premium $12.8 ยท ฮ -0.45
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If DDOG hits $120 by Jun 19: the long straddle returns $-995 (-39.9%) on $2,495 risked, vs +$1,463 (13.9%) for 100 shares on $10,537. Options give 2.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if DDOG is at $120. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if DDOG hits $120 by Jun 19
$-995
-39.9% on $2,495 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$2,495
Both premiums paid
Break-even
$129.95
+23.33% from spot
Prob. of Target Hit
61%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
10.33 / -18.53 / 35.42
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
| DDOG Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $84 (-20%) | +$144 | -$94 | -$329 | -$425 |
| $90 (-15%) | -$64 | -$365 | -$704 | -$951 |
| $95 (-10%) | -$189 | -$543 | -$977 | -$1,478 |
| $100 (-5%) | -$232 | -$623 | -$1,126 | -$2,005 |
| $103 (-2%) | -$219 | -$624 | -$1,151 | -$2,321 |
| $105 (0%) โ spot | -$195 | -$606 | -$1,141 | -$2,458 |
| $107 (+2%) | -$159 | -$573 | -$1,111 | -$2,247 |
| $111 (+5%) | -$83 | -$497 | -$1,029 | -$1,931 |
| $116 (+10%) | +$97 | -$306 | -$803 | -$1,404 |
| $120 (+14%) โ target | +$278 | -$107 | -$563 | -$995 |
| $121 (+15%) | +$337 | -$43 | -$485 | -$877 |
| $126 (+20%) | +$629 | +$279 | -$99 | -$351 |
Uses DDOG's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.