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 $52 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
@ $47.19 ยท ฮ 1.00
LONG PUT ยท $45 ยท Jun '26
Qty 1 ยท Premium $3.02 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If PCOR hits $52 by Jun 19: the protective put returns +$179 (3.6%) on $5,021 risked, vs +$481 (10.2%) for 100 shares on $4,719. Options give 0.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PCOR is at $52. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PCOR hits $52 by Jun 19
+$179
+3.6% on $5,021 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$521
Put floors you at $45
Break-even
$50.21
+6.39% from spot
Prob. of Target Hit
66%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
64.0 / -2.76 / 7.56
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
| PCOR Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $38 (-20%) | -$432 | -$470 | -$508 | -$521 |
| $40 (-15%) | -$358 | -$409 | -$470 | -$521 |
| $42 (-10%) | -$261 | -$322 | -$402 | -$521 |
| $45 (-5%) | -$141 | -$208 | -$297 | -$521 |
| $46 (-2%) | -$59 | -$127 | -$216 | -$396 |
| $47 (0%) โ spot | -$0 | -$68 | -$155 | -$302 |
| $48 (+2%) | +$61 | -$5 | -$90 | -$208 |
| $50 (+5%) | +$160 | +$96 | +$18 | -$66 |
| $52 (+10%) โ target | +$344 | +$287 | +$223 | +$179 |
| $54 (+15%) | +$528 | +$478 | +$429 | +$406 |
| $57 (+20%) | +$730 | +$689 | +$653 | +$642 |
Uses PCOR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.