Target Price Playground
ARM
$302.56
🟢
ARM IV: 66.3% — LOW
(-20.3% vs 30d avg of 83.3%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $340 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $305 · Dec '26
Qty 1 · Premium $35.87 · Δ 0.56
SHORT CALL · $325 · Dec '26
Qty 1 · Premium $27.94 · Δ 0.48
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If ARM hits $340 by Dec 18: the bull call spread returns +$1,207 (152.2%) on $793 risked, vs +$3,744 (12.4%) for 100 shares on $30,256. Options give 12.3× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ARM is at $340. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ARM hits $340 by Dec 18
+$1,207
+152.2% on $793 risked
Max Profit
+$1,207
If the stock ≥ $325 at expiry
Max Loss
−$793
Net debit
Break-even
$312.93
+3.43% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
8.5 / 0.02 / -0.51
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| ARM Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $242 (-20%) | -$480 | -$556 | -$682 | -$793 |
| $257 (-15%) | -$372 | -$442 | -$579 | -$793 |
| $272 (-10%) | -$254 | -$308 | -$432 | -$793 |
| $287 (-5%) | -$128 | -$160 | -$245 | -$793 |
| $297 (-2%) | -$51 | -$67 | -$119 | -$793 |
| $303 (0%) ← spot | -$0 | -$4 | -$32 | -$793 |
| $309 (+2%) | +$51 | +$59 | +$57 | -$432 |
| $318 (+5%) | +$128 | +$153 | +$190 | +$476 |
| $333 (+10%) | +$251 | +$304 | +$402 | +$1,207 |
| $340 (+12%) ← target | +$307 | +$372 | +$496 | +$1,207 |
| $348 (+15%) | +$368 | +$445 | +$592 | +$1,207 |
| $363 (+20%) | +$476 | +$573 | +$752 | +$1,207 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.