Target Price Playground
PCOR
$47.19
๐ก
PCOR IV: 52.9% โ NORMAL
(-0.7% vs 30d avg of 53.3%)
IV is near its 30-day average โ no strong edge either way.
Forward Projection
If price hits $45 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $47 ยท Jul '26
Qty 1 ยท Premium $4.7 ยท ฮ -0.42
SHORT PUT ยท $45 ยท Jun '26
Qty 1 ยท Premium $3.02 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If PCOR hits $45 by Jun 19: the diagonal put spread returns +$203 (120.5%) on $169 risked, vs $-219 (-4.6%) for 100 shares on $4,719. Options give 26.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PCOR is at $45. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PCOR hits $45 by Jun 19
+$203
+120.5% on $169 risked
Max Profit
+$199
If the stock price is favorable
Max Loss
โ$158
Worst-case within chart range
Break-even
$49.54
+4.98% from spot
Prob. of Target Hit
84%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-6.31 / 0.42 / 1.86
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
| PCOR Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $38 (-20%) | +$33 | +$42 | +$51 | +$36 |
| $40 (-15%) | +$31 | +$44 | +$62 | +$64 |
| $42 (-10%) | +$25 | +$39 | +$64 | +$116 |
| $45 (-5%) โ target | +$13 | +$28 | +$54 | +$204 |
| $46 (-2%) | +$6 | +$19 | +$44 | +$136 |
| $47 (0%) โ spot | +$1 | +$12 | +$34 | +$91 |
| $48 (+2%) | -$5 | +$5 | +$23 | +$52 |
| $50 (+5%) | -$15 | -$8 | +$4 | +$0 |
| $52 (+10%) | -$32 | -$30 | -$29 | -$64 |
| $54 (+15%) | -$50 | -$52 | -$61 | -$106 |
| $57 (+20%) | -$67 | -$73 | -$89 | -$132 |
Uses PCOR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.