Target Price Playground
๐ Strategy
๐ฏ Target
โ๏ธ Legs
๐ก Stock vs Options at Target
If PEP hits $165 by Jun 19: the cash-secured put returns +$279 (2.0%) on $-279 credit (max loss $14,221), vs +$794 (5.1%) for 100 shares on $15,706. 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 PEP is at $165. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
๐ Notes for each mode (not shown on real page)
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
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%) | -$1,617 | -$1,610 | -$1,620 | -$1,656 |
| $134 (-15%) | -$981 | -$929 | -$877 | -$871 |
| $141 (-10%) | -$480 | -$392 | -$275 | -$86 |
| $149 (-5%) | -$133 | -$38 | +$86 | +$279 |
| $154 (-2%) | +$8 | +$92 | +$193 | +$279 |
| $157 (0%) โ spot | +$78 | +$152 | +$232 | +$279 |
| $160 (+2%) | +$133 | +$195 | +$255 | +$279 |
| $165 (+5%) โ target | +$192 | +$237 | +$271 | +$279 |
| $173 (+10%) | +$244 | +$267 | +$278 | +$279 |
| $181 (+15%) | +$266 | +$276 | +$279 | +$279 |
| $188 (+20%) | +$275 | +$278 | +$279 | +$279 |