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 $270 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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG 100 SHARES
@ $250.72 ยท ฮ 1.00
SHORT CALL ยท $270 ยท Oct '26
Qty 1 ยท Premium $20.21 ยท ฮ 0.44
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If ARM hits $270 by Oct 16: the covered call returns +$3,949 (17.1%) on $23,051 risked, vs +$1,928 (7.7%) for 100 shares on $25,072. Options give 2.2ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ARM is at $270. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ARM hits $270 by Oct 16
+$3,949
+17.1% on $23,051 risked
Max Profit
+$3,949
If the stock โฅ $270 at expiry
Max Loss
โ$23,051
If stock โ $0 (minus premium received)
Break-even
$230.51
-8.06% from spot
Prob. of Target Hit
78%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
56.46 / 25.31 / -40.14
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%) | -$3,504 | -$3,259 | -$3,048 | -$2,993 |
| $213 (-15%) | -$2,524 | -$2,202 | -$1,876 | -$1,740 |
| $226 (-10%) | -$1,626 | -$1,230 | -$775 | -$486 |
| $238 (-5%) | -$817 | -$355 | +$222 | +$767 |
| $246 (-2%) | -$374 | +$120 | +$761 | +$1,520 |
| $251 (0%) โ spot | -$97 | +$416 | +$1,093 | +$2,021 |
| $256 (+2%) | +$166 | +$694 | +$1,401 | +$2,522 |
| $263 (+5%) | +$535 | +$1,081 | +$1,821 | +$3,275 |
| $270 (+8%) โ target | +$840 | +$1,396 | +$2,153 | +$3,949 |
| $276 (+10%) | +$1,082 | +$1,644 | +$2,405 | +$3,949 |
| $288 (+15%) | +$1,552 | +$2,111 | +$2,856 | +$3,949 |
| $301 (+20%) | +$1,950 | +$2,493 | +$3,189 | +$3,949 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.