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 $590 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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $530 · Dec '26
Qty 1 · Premium $56.82 · Δ 0.57
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If AMAT hits $590 by Dec 18: the long call returns +$318 (5.6%) on $5,682 risked, vs +$5,973 (11.3%) for 100 shares on $53,027. Options give 0.5× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AMAT is at $590. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AMAT hits $590 by Dec 18
+$318
+5.6% on $5,682 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$5,682
Premium paid
Break-even
$586.82
+10.66% from spot
Prob. of Target Hit
66%
IV-implied, 72d (rough)
Net Δ / Θ / V
56.58 / -40.47 / 92.68
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%) | -$4,289 | -$4,894 | -$5,461 | -$5,682 |
| $451 (-15%) | -$3,542 | -$4,311 | -$5,148 | -$5,682 |
| $477 (-10%) | -$2,579 | -$3,489 | -$4,580 | -$5,682 |
| $504 (-5%) | -$1,397 | -$2,407 | -$3,688 | -$5,682 |
| $520 (-2%) | -$584 | -$1,633 | -$2,982 | -$5,682 |
| $530 (0%) ← spot | -$0 | -$1,065 | -$2,439 | -$5,655 |
| $541 (+2%) | +$616 | -$458 | -$1,839 | -$4,594 |
| $557 (+5%) | +$1,597 | +$524 | -$840 | -$3,004 |
| $583 (+10%) | +$3,378 | +$2,336 | +$1,066 | -$352 |
| $590 (+11%) ← target | +$3,855 | +$2,825 | +$1,589 | +$318 |
| $610 (+15%) | +$5,320 | +$4,339 | +$3,217 | +$2,299 |
| $636 (+20%) | +$7,400 | +$6,500 | +$5,549 | +$4,950 |
Uses AMAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.