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 $275 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 + buy put as insurance against downside.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG 100 SHARES
@ $250.72 ยท ฮ 1.00
LONG PUT ยท $240 ยท Oct '26
Qty 1 ยท Premium $21.3 ยท ฮ -0.4
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If ARM hits $275 by Oct 16: the protective put returns +$298 (1.1%) on $27,202 risked, vs +$2,428 (9.7%) for 100 shares on $25,072. Options give 0.1ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ARM is at $275. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ARM hits $275 by Oct 16
+$298
+1.1% on $27,202 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$3,202
Put floors you at $240
Break-even
$272.02
+8.5% from spot
Prob. of Target Hit
73%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
59.89 / -21.76 / 37.58
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%) | -$2,353 | -$2,653 | -$3,001 | -$3,202 |
| $213 (-15%) | -$1,904 | -$2,268 | -$2,738 | -$3,202 |
| $226 (-10%) | -$1,353 | -$1,765 | -$2,328 | -$3,202 |
| $238 (-5%) | -$705 | -$1,144 | -$1,758 | -$3,202 |
| $246 (-2%) | -$271 | -$717 | -$1,338 | -$2,631 |
| $251 (0%) โ spot | +$36 | -$411 | -$1,028 | -$2,130 |
| $256 (+2%) | +$356 | -$89 | -$696 | -$1,629 |
| $263 (+5%) | +$861 | +$425 | -$156 | -$876 |
| $275 (+10%) โ target | +$1,702 | +$1,288 | +$766 | +$298 |
| $288 (+15%) | +$2,725 | +$2,347 | +$1,908 | +$1,631 |
| $301 (+20%) | +$3,745 | +$3,407 | +$3,048 | +$2,884 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.