Target Price Playground
KO
$77.47
๐ข
KO IV: 21.2% โ LOW
(-44.5% vs 30d avg of 38.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $81 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
Sell OTM put for premium; get assigned if price drops.
๐ฏ Target
67d from today
โ๏ธ Legs
SHORT PUT ยท $71 ยท Jun '26
Qty 1 ยท Premium $0.47 ยท ฮ -0.13
P&L at Expiry
Stock (100 sh)
Cash-Secured Put
Now
Target
๐ก Stock vs Options at Target
If KO hits $81 by Jun 19: the cash-secured put returns +$47 (0.7%) on $-47 credit (max loss $7,053), vs +$353 (4.6%) for 100 shares on $7,747. Options give 0.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if KO is at $81. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if KO hits $81 by Jun 19
+$47
+0.7% on $7,053 max loss
Max Profit
+$47
If the stock โฅ $71 at expiry
Max Loss
โ$7,053
If stock โ $0 after assignment
Break-even
$70.53
-8.95% from spot
Prob. of Target Hit
61%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
13.11 / 0.96 / -7.06
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
| KO Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $62 (-20%) | -$816 | -$823 | -$835 | -$855 |
| $66 (-15%) | -$488 | -$473 | -$461 | -$468 |
| $70 (-10%) | -$237 | -$204 | -$159 | -$81 |
| $74 (-5%) | -$79 | -$46 | -$2 | +$47 |
| $76 (-2%) | -$24 | +$3 | +$31 | +$47 |
| $77 (0%) โ spot | -$0 | +$21 | +$41 | +$47 |
| $79 (+2%) | +$17 | +$33 | +$45 | +$47 |
| $81 (+5%) โ target | +$31 | +$41 | +$46 | +$47 |
| $85 (+10%) | +$43 | +$46 | +$47 | +$47 |
| $89 (+15%) | +$46 | +$47 | +$47 | +$47 |
| $93 (+20%) | +$47 | +$47 | +$47 | +$47 |
Uses KO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.