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 $280 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG 100 SHARES
@ $250.72 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ARM hits $280 by Oct 16: the long stock returns +$2,928 (11.7%) on $25,072 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Oct 16.
๐ Projected Return
P&L if ARM hits $280 by Oct 16
+$2,928
+11.7% on $25,072 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$25,072
If stock โ $0
Break-even
$250.72
+0.0% from spot
Prob. of Target Hit
68%
IV-implied, 56d (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
| ARM Price | Today | Sep 20 | Oct 20 (exp) |
|---|---|---|---|
| $201 (-20%) | -$5,014 | -$5,014 | -$5,014 |
| $213 (-15%) | -$3,761 | -$3,761 | -$3,761 |
| $226 (-10%) | -$2,507 | -$2,507 | -$2,507 |
| $238 (-5%) | -$1,254 | -$1,254 | -$1,254 |
| $246 (-2%) | -$501 | -$501 | -$501 |
| $251 (0%) โ spot | +$0 | +$0 | +$0 |
| $256 (+2%) | +$501 | +$501 | +$501 |
| $263 (+5%) | +$1,254 | +$1,254 | +$1,254 |
| $276 (+10%) | +$2,507 | +$2,507 | +$2,507 |
| $280 (+12%) โ target | +$2,928 | +$2,928 | +$2,928 |
| $288 (+15%) | +$3,761 | +$3,761 | +$3,761 |
| $301 (+20%) | +$5,014 | +$5,014 | +$5,014 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.