Target Price Playground
MCD
$305.68
๐ข
MCD IV: 22.7% โ LOW
(-47.2% vs 30d avg of 43.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $335 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
@ $305.68 ยท ฮ 1.00
LONG PUT ยท $290 ยท Jun '26
Qty 1 ยท Premium $5.64 ยท ฮ -0.27
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If MCD hits $335 by Jun 19: the protective put returns +$2,368 (7.6%) on $31,132 risked, vs +$2,932 (9.6%) for 100 shares on $30,568. Options give 0.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if MCD is at $335. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if MCD hits $335 by Jun 19
+$2,368
+7.6% on $31,132 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$2,132
Put floors you at $290
Break-even
$311.32
+1.85% from spot
Prob. of Target Hit
32%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
73.04 / -7.01 / 42.74
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
| MCD Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $245 (-20%) | -$2,322 | -$2,278 | -$2,213 | -$2,132 |
| $260 (-15%) | -$2,172 | -$2,198 | -$2,197 | -$2,132 |
| $275 (-10%) | -$1,800 | -$1,915 | -$2,049 | -$2,132 |
| $290 (-5%) | -$1,114 | -$1,276 | -$1,498 | -$2,092 |
| $300 (-2%) | -$544 | -$701 | -$905 | -$1,175 |
| $306 (0%) โ spot | -$106 | -$249 | -$419 | -$564 |
| $312 (+2%) | +$372 | +$250 | +$119 | +$47 |
| $321 (+5%) | +$1,151 | +$1,062 | +$986 | +$964 |
| $335 (+10%) โ target | +$2,441 | +$2,396 | +$2,371 | +$2,368 |
| $352 (+15%) | +$4,042 | +$4,026 | +$4,021 | +$4,021 |
| $367 (+20%) | +$5,556 | +$5,551 | +$5,550 | +$5,550 |
Uses MCD's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.