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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If PEP hits $140 by Jun 19: the long put returns +$878 (141.2%) on $622 risked, vs $-1,706 (-10.9%) for 100 shares on $15,706. Options give 13.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PEP is at $140. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $140 by Jun 19
+$878
+141.2% on $622 risked
Max Profit
+$14,878
If stock โ $0
Max Loss
โ$622
Premium paid
Break-even
$148.78
-5.27% from spot
Prob. of Target Hit
33%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-41.67 / -5.11 / 26.17
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%) | +$2,206 | +$2,233 | +$2,269 | +$2,313 |
| $134 (-15%) | +$1,476 | +$1,473 | +$1,488 | +$1,528 |
| $140 (-11%) โ target | +$930 | +$891 | +$860 | +$878 |
| $149 (-5%) | +$296 | +$208 | +$95 | -$43 |
| $154 (-2%) | +$47 | -$54 | -$190 | -$514 |
| $157 (0%) โ spot | -$90 | -$193 | -$332 | -$622 |
| $160 (+2%) | -$206 | -$306 | -$436 | -$622 |
| $165 (+5%) | -$342 | -$431 | -$536 | -$622 |
| $173 (+10%) | -$487 | -$549 | -$603 | -$622 |
| $181 (+15%) | -$563 | -$597 | -$619 | -$622 |
| $188 (+20%) | -$598 | -$615 | -$622 | -$622 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.