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 $140 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $155 ยท Jun '26
Qty 1 ยท Premium $6.22 ยท ฮ -0.42
SHORT PUT ยท $145 ยท Jun '26
Qty 1 ยท Premium $2.79 ยท ฮ -0.23
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If PEP hits $140 by Jun 19: the bear put spread returns +$657 (191.5%) on $343 risked, vs $-1,706 (-10.9%) for 100 shares on $15,706. Options give 17.6ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PEP is at $140. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $140 by Jun 19
+$657
+191.5% on $343 risked
Max Profit
+$657
If the stock โค $145 at expiry
Max Loss
โ$343
Net debit
Break-even
$151.57
-3.5% from spot
Prob. of Target Hit
33%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-18.51 / -0.76 / 4.45
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%) | +$590 | +$623 | +$650 | +$657 |
| $134 (-15%) | +$495 | +$545 | +$611 | +$657 |
| $140 (-11%) โ target | +$375 | +$419 | +$497 | +$657 |
| $149 (-5%) | +$163 | +$170 | +$181 | +$236 |
| $154 (-2%) | +$55 | +$39 | +$3 | -$235 |
| $157 (0%) โ spot | -$12 | -$41 | -$100 | -$343 |
| $160 (+2%) | -$73 | -$111 | -$181 | -$343 |
| $165 (+5%) | -$151 | -$195 | -$265 | -$343 |
| $173 (+10%) | -$243 | -$282 | -$325 | -$343 |
| $181 (+15%) | -$296 | -$322 | -$340 | -$343 |
| $188 (+20%) | -$323 | -$337 | -$343 | -$343 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.