Target Price Playground
PEGA
$39.37
๐ข
PEGA IV: 56.8% โ LOW
(-28.8% vs 30d avg of 79.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $44 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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $39 ยท Jun '26
Qty 1 ยท Premium $4.3 ยท ฮ 0.58
SHORT CALL ยท $43 ยท Jun '26
Qty 1 ยท Premium $2.71 ยท ฮ 0.43
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If PEGA hits $44 by Jun 19: the bull call spread returns +$241 (151.5%) on $159 risked, vs +$463 (11.8%) for 100 shares on $3,937. Options give 12.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PEGA is at $44. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEGA hits $44 by Jun 19
+$241
+151.5% on $159 risked
Max Profit
+$241
If the stock โฅ $43 at expiry
Max Loss
โ$159
Net debit
Break-even
$40.59
+3.1% from spot
Prob. of Target Hit
64%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
15.25 / -0.05 / -0.01
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
| PEGA Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $32 (-20%) | -$107 | -$123 | -$144 | -$159 |
| $33 (-15%) | -$85 | -$100 | -$126 | -$159 |
| $35 (-10%) | -$58 | -$71 | -$97 | -$159 |
| $37 (-5%) | -$30 | -$38 | -$57 | -$159 |
| $39 (-2%) | -$12 | -$17 | -$29 | -$159 |
| $39 (0%) โ spot | +$0 | -$2 | -$10 | -$122 |
| $40 (+2%) | +$12 | +$13 | +$11 | -$43 |
| $41 (+5%) | +$30 | +$34 | +$41 | +$75 |
| $43 (+10%) | +$59 | +$69 | +$89 | +$241 |
| $44 (+12%) โ target | +$68 | +$81 | +$105 | +$241 |
| $45 (+15%) | +$86 | +$101 | +$131 | +$241 |
| $47 (+20%) | +$110 | +$130 | +$165 | +$241 |
Uses PEGA's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.