Target Price Playground
AMAT
$617.11
๐ข
AMAT IV: 67.8% โ LOW
(-25.5% vs 30d avg of 90.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $690 by Aug 21
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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $617.11 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AMAT hits $690 by Aug 21: the long stock returns +$7,289 (11.8%) on $61,711 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Aug 21.
๐ Projected Return
P&L if AMAT hits $690 by Aug 21
+$7,289
+11.8% on $61,711 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$61,711
If stock โ $0
Break-even
$617.11
+0.0% from spot
Prob. of Target Hit
69%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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
| AMAT Price | Today | Jul 18 | Aug 17 (exp) |
|---|---|---|---|
| $494 (-20%) | -$12,342 | -$12,342 | -$12,342 |
| $525 (-15%) | -$9,257 | -$9,257 | -$9,257 |
| $555 (-10%) | -$6,171 | -$6,171 | -$6,171 |
| $586 (-5%) | -$3,086 | -$3,086 | -$3,086 |
| $605 (-2%) | -$1,234 | -$1,234 | -$1,234 |
| $617 (0%) โ spot | +$0 | +$0 | +$0 |
| $629 (+2%) | +$1,234 | +$1,234 | +$1,234 |
| $648 (+5%) | +$3,086 | +$3,086 | +$3,086 |
| $679 (+10%) | +$6,171 | +$6,171 | +$6,171 |
| $690 (+12%) โ target | +$7,289 | +$7,289 | +$7,289 |
| $710 (+15%) | +$9,257 | +$9,257 | +$9,257 |
| $741 (+20%) | +$12,342 | +$12,342 | +$12,342 |
Uses AMAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.