Target Price Playground
AMAT
$530.27
🟢
AMAT IV: 53.4% — LOW
(-26.4% vs 30d avg of 72.6%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $500 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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 a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $530 · Jan '27
Qty 1 · Premium $54.45 · Δ -0.44
SHORT PUT · $500 · Dec '26
Qty 1 · Premium $34.2 · Δ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If AMAT hits $500 by Dec 18: the diagonal put spread returns +$2,510 (123.9%) on $2,025 risked, vs $-3,027 (-5.7%) for 100 shares on $53,027. Options give 21.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AMAT is at $500. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AMAT hits $500 by Dec 18
+$2,510
+123.9% on $2,025 risked
Max Profit
+$2,452
If the stock price is favorable
Max Loss
−$1,924
Worst-case within chart range
Break-even
$551.72
+4.05% from spot
Prob. of Target Hit
83%
IV-implied, 72d (rough)
Net Δ / Θ / V
-8.86 / 3.67 / 19.21
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| AMAT Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $424 (-20%) | +$854 | +$1,001 | +$1,185 | +$1,098 |
| $451 (-15%) | +$772 | +$950 | +$1,235 | +$1,468 |
| $477 (-10%) | +$649 | +$837 | +$1,177 | +$2,093 |
| $500 (-6%) ← target | +$515 | +$690 | +$1,023 | +$2,876 |
| $520 (-2%) | +$381 | +$532 | +$820 | +$1,785 |
| $530 (0%) ← spot | +$303 | +$437 | +$687 | +$1,273 |
| $541 (+2%) | +$222 | +$336 | +$543 | +$812 |
| $557 (+5%) | +$96 | +$178 | +$310 | +$216 |
| $583 (+10%) | -$120 | -$97 | -$96 | -$555 |
| $610 (+15%) | -$337 | -$371 | -$488 | -$1,093 |
| $636 (+20%) | -$547 | -$633 | -$838 | -$1,451 |
Uses AMAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.