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 $240 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG PUT ยท $250 ยท Nov '26
Qty 1 ยท Premium $37.03 ยท ฮ -0.44
SHORT PUT ยท $240 ยท Oct '26
Qty 1 ยท Premium $21.3 ยท ฮ -0.4
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If ARM hits $240 by Oct 16: the diagonal put spread returns +$1,112 (70.7%) on $1,573 risked, vs $-1,072 (-4.3%) for 100 shares on $25,072. Options give 16.4ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ARM is at $240. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ARM hits $240 by Oct 16
+$1,112
+70.7% on $1,573 risked
Max Profit
+$1,085
If the stock price is favorable
Max Loss
โ$1,202
Worst-case within chart range
Break-even
$265.98
+6.09% from spot
Prob. of Target Hit
88%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
-3.42 / 3.19 / 10.81
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%) | -$322 | -$251 | -$164 | -$242 |
| $213 (-15%) | -$301 | -$204 | -$50 | +$54 |
| $226 (-10%) | -$301 | -$188 | +$15 | +$461 |
| $240 (-4%) โ target | -$326 | -$210 | +$12 | +$1,071 |
| $246 (-2%) | -$344 | -$229 | -$13 | +$785 |
| $251 (0%) โ spot | -$362 | -$252 | -$46 | +$555 |
| $256 (+2%) | -$383 | -$278 | -$86 | +$341 |
| $263 (+5%) | -$418 | -$325 | -$161 | +$53 |
| $276 (+10%) | -$488 | -$417 | -$312 | -$348 |
| $288 (+15%) | -$565 | -$522 | -$480 | -$663 |
| $301 (+20%) | -$648 | -$632 | -$650 | -$905 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.