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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $157.06 ยท ฮ 1.00
LONG PUT ยท $150 ยท Jun '26
Qty 1 ยท Premium $4.2 ยท ฮ -0.32
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If PEP hits $175 by Jun 19: the protective put returns +$1,374 (8.5%) on $16,126 risked, vs +$1,794 (11.4%) for 100 shares on $15,706. Options give 0.7ร 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
+$1,374
+8.5% on $16,126 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$1,126
Put floors you at $150
Break-even
$161.26
+2.67% from spot
Prob. of Target Hit
30%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
68.49 / -4.89 / 22.61
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%) | -$1,208 | -$1,195 | -$1,167 | -$1,126 |
| $134 (-15%) | -$1,114 | -$1,141 | -$1,154 | -$1,126 |
| $141 (-10%) | -$913 | -$985 | -$1,069 | -$1,126 |
| $149 (-5%) | -$570 | -$668 | -$800 | -$1,126 |
| $154 (-2%) | -$293 | -$391 | -$521 | -$734 |
| $157 (0%) โ spot | -$81 | -$174 | -$290 | -$420 |
| $160 (+2%) | +$151 | +$66 | -$31 | -$106 |
| $165 (+5%) | +$529 | +$461 | +$394 | +$365 |
| $173 (+10%) | +$1,223 | +$1,183 | +$1,156 | +$1,151 |
| $175 (+11%) โ target | +$1,430 | +$1,397 | +$1,377 | +$1,374 |
| $181 (+15%) | +$1,965 | +$1,945 | +$1,937 | +$1,936 |
| $188 (+20%) | +$2,732 | +$2,723 | +$2,721 | +$2,721 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.