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 $170 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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $157.06 ยท ฮ 1.00
SHORT CALL ยท $170 ยท Jun '26
Qty 1 ยท Premium $1.9 ยท ฮ 0.24
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If PEP hits $170 by Jun 19: the covered call returns +$1,484 (9.6%) on $15,516 risked, vs +$1,294 (8.2%) for 100 shares on $15,706. Options give 1.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PEP is at $170. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $170 by Jun 19
+$1,484
+9.6% on $15,516 risked
Max Profit
+$1,484
If the stock โฅ $170 at expiry
Max Loss
โ$15,516
If stock โ $0 (minus premium received)
Break-even
$155.16
-1.21% from spot
Prob. of Target Hit
46%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
76.45 / 3.75 / -19.2
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%) | -$2,953 | -$2,951 | -$2,951 | -$2,951 |
| $134 (-15%) | -$2,176 | -$2,168 | -$2,166 | -$2,166 |
| $141 (-10%) | -$1,421 | -$1,394 | -$1,382 | -$1,381 |
| $149 (-5%) | -$714 | -$650 | -$605 | -$595 |
| $154 (-2%) | -$329 | -$238 | -$155 | -$124 |
| $157 (0%) โ spot | -$94 | +$16 | +$128 | +$190 |
| $160 (+2%) | +$123 | +$250 | +$391 | +$504 |
| $165 (+5%) | +$409 | +$556 | +$735 | +$975 |
| $170 (+8%) โ target | +$665 | +$823 | +$1,021 | +$1,484 |
| $173 (+10%) | +$781 | +$940 | +$1,137 | +$1,484 |
| $181 (+15%) | +$1,031 | +$1,175 | +$1,338 | +$1,484 |
| $188 (+20%) | +$1,182 | +$1,299 | +$1,411 | +$1,484 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.