Target Price Playground
AMAT
$617.11
๐ข
AMAT IV: 68.1% โ LOW
(-26.1% vs 30d avg of 92.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $710 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG CALL ยท $620 ยท Aug '26
Qty 1 ยท Premium $79.0 ยท ฮ 0.57
LONG PUT ยท $620 ยท Aug '26
Qty 1 ยท Premium $77.0 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If AMAT hits $710 by Aug 21: the long straddle returns $-6,600 (-42.3%) on $15,600 risked, vs +$9,289 (15.1%) for 100 shares on $61,711. Options give 2.8ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if AMAT is at $710. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AMAT hits $710 by Aug 21
$-6,600
-42.3% on $15,600 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$15,600
Both premiums paid
Break-even
$464.00
-24.81% from spot
Prob. of Target Hit
61%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
13.13 / -123.4 / 202.03
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 9 | Jul 30 | Aug 21 (exp) |
|---|---|---|---|---|
| $494 (-20%) | +$855 | -$698 | -$2,258 | -$2,969 |
| $525 (-15%) | -$305 | -$2,226 | -$4,405 | -$6,054 |
| $555 (-10%) | -$1,014 | -$3,243 | -$5,981 | -$9,140 |
| $586 (-5%) | -$1,271 | -$3,725 | -$6,877 | -$12,225 |
| $605 (-2%) | -$1,214 | -$3,759 | -$7,068 | -$14,077 |
| $617 (0%) โ spot | -$1,091 | -$3,678 | -$7,051 | -$15,311 |
| $629 (+2%) | -$903 | -$3,517 | -$6,920 | -$14,655 |
| $648 (+5%) | -$501 | -$3,129 | -$6,522 | -$12,803 |
| $679 (+10%) | +$463 | -$2,123 | -$5,362 | -$9,718 |
| $710 (+15%) โ target | +$1,779 | -$697 | -$3,653 | -$6,600 |
| $741 (+20%) | +$3,361 | +$1,041 | -$1,565 | -$3,547 |
Uses AMAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.