Target Price Playground
PEP
$157.06
๐ข
PEP IV: 27.2% โ LOW
(-40.0% vs 30d avg of 45.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $175 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 $155 ยท Jun '26
Qty 1 ยท Premium $7.98 ยท ฮ 0.59
SHORT CALL ยท $170 ยท Jun '26
Qty 1 ยท Premium $1.9 ยท ฮ 0.24
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If PEP hits $175 by Jun 19: the bull call spread returns +$892 (146.7%) on $608 risked, vs +$1,794 (11.4%) for 100 shares on $15,706. Options give 12.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PEP is at $175. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $175 by Jun 19
+$892
+146.7% on $608 risked
Max Profit
+$892
If the stock โฅ $170 at expiry
Max Loss
โ$608
Net debit
Break-even
$161.08
+2.56% from spot
Prob. of Target Hit
30%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
35.84 / -1.49 / 6.9
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
| PEP Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $126 (-20%) | -$589 | -$603 | -$608 | -$608 |
| $134 (-15%) | -$542 | -$579 | -$604 | -$608 |
| $141 (-10%) | -$438 | -$500 | -$572 | -$608 |
| $149 (-5%) | -$261 | -$327 | -$436 | -$608 |
| $154 (-2%) | -$125 | -$176 | -$272 | -$608 |
| $157 (0%) โ spot | -$27 | -$61 | -$130 | -$402 |
| $160 (+2%) | +$75 | +$60 | +$29 | -$88 |
| $165 (+5%) | +$225 | +$241 | +$273 | +$383 |
| $173 (+10%) | +$452 | +$507 | +$608 | +$892 |
| $175 (+11%) โ target | +$507 | +$569 | +$675 | +$892 |
| $181 (+15%) | +$625 | +$693 | +$792 | +$892 |
| $188 (+20%) | +$742 | +$800 | +$863 | +$892 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.