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
Bullish. Unlimited upside, capped loss = premium 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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If PEP hits $175 by Jun 19: the long call returns +$1,202 (150.6%) on $798 risked, vs +$1,794 (11.4%) for 100 shares on $15,706. Options give 13.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if PEP is at $175. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if PEP hits $175 by Jun 19
+$1,202
+150.6% on $798 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$798
Premium paid
Break-even
$162.98
+3.77% from spot
Prob. of Target Hit
30%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
59.39 / -5.24 / 26.1
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%) | -$777 | -$793 | -$798 | -$798 |
| $134 (-15%) | -$722 | -$767 | -$794 | -$798 |
| $141 (-10%) | -$587 | -$677 | -$761 | -$798 |
| $149 (-5%) | -$332 | -$461 | -$616 | -$798 |
| $154 (-2%) | -$110 | -$252 | -$430 | -$798 |
| $157 (0%) โ spot | +$67 | -$78 | -$258 | -$592 |
| $160 (+2%) | +$266 | +$124 | -$49 | -$278 |
| $165 (+5%) | +$601 | +$470 | +$323 | +$193 |
| $173 (+10%) | +$1,241 | +$1,138 | +$1,041 | +$979 |
| $175 (+11%) โ target | +$1,437 | +$1,342 | +$1,257 | +$1,202 |
| $181 (+15%) | +$1,951 | +$1,874 | +$1,811 | +$1,764 |
| $188 (+20%) | +$2,701 | +$2,642 | +$2,593 | +$2,549 |
Uses PEP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.