Target Price Playground
ARM
$250.72
๐ข
ARM IV: 70.7% โ LOW
(-31.2% vs 30d avg of 102.8%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $220 by Oct 16
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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG PUT ยท $250 ยท Oct '26
Qty 1 ยท Premium $27.0 ยท ฮ -0.46
SHORT PUT ยท $230 ยท Oct '26
Qty 1 ยท Premium $17.05 ยท ฮ -0.34
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If ARM hits $220 by Oct 16: the bear put spread returns +$1,005 (101.0%) on $995 risked, vs $-3,072 (-12.3%) for 100 shares on $25,072. Options give 8.2ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ARM is at $220. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ARM hits $220 by Oct 16
+$1,005
+101.0% on $995 risked
Max Profit
+$1,005
If the stock โค $230 at expiry
Max Loss
โ$995
Net debit
Break-even
$240.05
-4.26% from spot
Prob. of Target Hit
66%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
-11.9 / -1.86 / 1.79
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
| ARM Price | Today | Sep 8 | Sep 27 | Oct 16 (exp) |
|---|---|---|---|---|
| $201 (-20%) | +$541 | +$609 | +$749 | +$1,005 |
| $213 (-15%) | +$403 | +$452 | +$567 | +$1,005 |
| $220 (-12%) โ target | +$323 | +$358 | +$446 | +$1,005 |
| $226 (-10%) | +$257 | +$279 | +$340 | +$1,005 |
| $238 (-5%) | +$110 | +$101 | +$91 | +$187 |
| $246 (-2%) | +$23 | -$5 | -$58 | -$566 |
| $251 (0%) โ spot | -$33 | -$73 | -$154 | -$995 |
| $256 (+2%) | -$88 | -$140 | -$246 | -$995 |
| $263 (+5%) | -$169 | -$236 | -$374 | -$995 |
| $276 (+10%) | -$293 | -$382 | -$556 | -$995 |
| $288 (+15%) | -$405 | -$508 | -$697 | -$995 |
| $301 (+20%) | -$504 | -$615 | -$801 | -$995 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.