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 $180 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $155 ยท Jun '26
Qty 1 ยท Premium $7.98 ยท ฮ 0.59
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If PEP hits $180 by Jun 19: the long straddle returns +$1,080 (76.1%) on $1,420 risked, vs +$2,294 (14.6%) for 100 shares on $15,706. Options give 5.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PEP is at $180. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $180 by Jun 19
+$1,080
+76.1% on $1,420 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$1,420
Both premiums paid
Break-even
$169.20
+7.73% from spot
Prob. of Target Hit
19%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
17.72 / -10.35 / 52.28
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%) | +$1,429 | +$1,440 | +$1,471 | +$1,515 |
| $134 (-15%) | +$754 | +$707 | +$694 | +$730 |
| $141 (-10%) | +$239 | +$102 | -$25 | -$55 |
| $149 (-5%) | -$36 | -$253 | -$521 | -$841 |
| $154 (-2%) | -$63 | -$306 | -$621 | -$1,312 |
| $157 (0%) โ spot | -$23 | -$271 | -$590 | -$1,214 |
| $160 (+2%) | +$60 | -$182 | -$485 | -$900 |
| $165 (+5%) | +$259 | +$39 | -$213 | -$429 |
| $173 (+10%) | +$754 | +$590 | +$438 | +$357 |
| $180 (+15%) โ target | +$1,335 | +$1,220 | +$1,131 | +$1,080 |
| $188 (+20%) | +$2,103 | +$2,027 | +$1,972 | +$1,927 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.