Target Price Playground
AMAT
$530.27
๐ข
AMAT IV: 53.4% โ LOW
(-26.4% vs 30d avg of 72.6%)
Options are cheap vs 30d avg โ 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
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
72d from today
โ๏ธ Legs
LONG 100 SHARES
@ $530.27 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AMAT hits $590 by Dec 18: the long stock returns +$5,973 (11.3%) on $53,027 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if AMAT hits $590 by Dec 18
+$5,973
+11.3% on $53,027 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$53,027
If stock โ $0
Break-even
$530.27
+0.0% from spot
Prob. of Target Hit
66%
IV-implied, 72d (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 | Nov 6 | Dec 6 (exp) |
|---|---|---|---|
| $424 (-20%) | -$10,605 | -$10,605 | -$10,605 |
| $451 (-15%) | -$7,954 | -$7,954 | -$7,954 |
| $477 (-10%) | -$5,303 | -$5,303 | -$5,303 |
| $504 (-5%) | -$2,651 | -$2,651 | -$2,651 |
| $520 (-2%) | -$1,061 | -$1,061 | -$1,061 |
| $530 (0%) โ spot | +$0 | +$0 | +$0 |
| $541 (+2%) | +$1,061 | +$1,061 | +$1,061 |
| $557 (+5%) | +$2,651 | +$2,651 | +$2,651 |
| $583 (+10%) | +$5,303 | +$5,303 | +$5,303 |
| $590 (+11%) โ target | +$5,973 | +$5,973 | +$5,973 |
| $610 (+15%) | +$7,954 | +$7,954 | +$7,954 |
| $636 (+20%) | +$10,605 | +$10,605 | +$10,605 |
Uses AMAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.