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 $150 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $155 ยท Jul '26
Qty 1 ยท Premium $7.3 ยท ฮ -0.42
SHORT PUT ยท $150 ยท Jun '26
Qty 1 ยท Premium $4.2 ยท ฮ -0.32
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If PEP hits $150 by Jun 19: the diagonal put spread returns +$405 (130.5%) on $310 risked, vs $-706 (-4.5%) for 100 shares on $15,706. Options give 29.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PEP is at $150. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $150 by Jun 19
+$405
+130.5% on $310 risked
Max Profit
+$404
If the stock price is favorable
Max Loss
โ$310
Worst-case within chart range
Break-even
$158.10
+0.66% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-10.17 / 0.85 / 8.64
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%) | +$144 | +$147 | +$143 | +$137 |
| $134 (-15%) | +$142 | +$156 | +$163 | +$144 |
| $141 (-10%) | +$118 | +$145 | +$181 | +$191 |
| $150 (-4%) โ target | +$57 | +$84 | +$132 | +$384 |
| $154 (-2%) | +$19 | +$40 | +$75 | +$158 |
| $157 (0%) โ spot | -$13 | -$0 | +$20 | +$17 |
| $160 (+2%) | -$47 | -$42 | -$39 | -$91 |
| $165 (+5%) | -$97 | -$104 | -$122 | -$199 |
| $173 (+10%) | -$172 | -$191 | -$225 | -$281 |
| $181 (+15%) | -$228 | -$249 | -$277 | -$304 |
| $188 (+20%) | -$265 | -$282 | -$299 | -$309 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.