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 $290 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG CALL ยท $250 ยท Oct '26
Qty 1 ยท Premium $26.75 ยท ฮ 0.54
LONG PUT ยท $250 ยท Oct '26
Qty 1 ยท Premium $27.0 ยท ฮ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If ARM hits $290 by Oct 16: the long straddle returns $-1,375 (-25.6%) on $5,375 risked, vs +$3,928 (15.7%) for 100 shares on $25,072. Options give 1.6ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if ARM is at $290. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ARM hits $290 by Oct 16
$-1,375
-25.6% on $5,375 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$5,375
Both premiums paid
Break-even
$303.75
+21.15% from spot
Prob. of Target Hit
58%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
8.34 / -47.77 / 76.88
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%) | +$1,016 | +$435 | -$177 | -$433 |
| $213 (-15%) | +$531 | -$195 | -$1,063 | -$1,686 |
| $226 (-10%) | +$237 | -$609 | -$1,708 | -$2,940 |
| $238 (-5%) | +$136 | -$795 | -$2,060 | -$4,193 |
| $246 (-2%) | +$165 | -$798 | -$2,122 | -$4,946 |
| $251 (0%) โ spot | +$221 | -$756 | -$2,101 | -$5,303 |
| $256 (+2%) | +$305 | -$680 | -$2,032 | -$4,802 |
| $263 (+5%) | +$481 | -$504 | -$1,841 | -$4,049 |
| $276 (+10%) | +$899 | -$61 | -$1,316 | -$2,796 |
| $290 (+16%) โ target | +$1,543 | +$643 | -$461 | -$1,375 |
| $301 (+20%) | +$2,142 | +$1,302 | +$336 | -$289 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.