Target Price Playground

Templates Custom Builder LEAP Simulator
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 $320 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $280 · Dec '26
Qty 1 · Premium $23.05 · Δ -0.33
P&L at Expiry Now $303 Target $320 $212 $303 $393
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If ARM hits $320 by Dec 18: the cash-secured put returns +$2,305 (9.0%) on $-2,305 credit (max loss $25,695), vs +$1,744 (5.8%) for 100 shares on $30,256. Options give 1.6× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ARM is at $320. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if ARM hits $320 by Dec 18
+$2,305
+9.0% on $25,695 max loss
Max Profit
+$2,305
If the stock ≥ $280 at expiry
Max Loss
−$25,695
If stock → $0 after assignment
Break-even
$256.95
-15.07% from spot
Prob. of Target Hit
85%
IV-implied, 72d (rough)
Net Δ / Θ / V
33.04 / 21.3 / -50.53
per spread, per $1 move / day / vol pt
💾 Log in to save 📊 My Saved Strategies

📋 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.
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.
Signal Backtest
"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.

📊 P&L Scenarios — what happens at different prices and dates

ARM Price Today Oct 31 Nov 24 Dec 18 (exp)
$242 (-20%) -$2,855 -$2,426 -$1,914 -$1,490
$257 (-15%) -$1,974 -$1,476 -$834 +$23
$272 (-10%) -$1,212 -$668 +$56 +$1,535
$287 (-5%) -$561 +$2 +$752 +$2,305
$297 (-2%) -$221 +$343 +$1,083 +$2,305
$303 (0%) ← spot -$13 +$546 +$1,271 +$2,305
$309 (+2%) +$179 +$732 +$1,435 +$2,305
$320 (+6%) ← target +$504 +$1,036 +$1,684 +$2,305
$333 (+10%) +$817 +$1,317 +$1,890 +$2,305
$348 (+15%) +$1,123 +$1,576 +$2,053 +$2,305
$363 (+20%) +$1,370 +$1,772 +$2,156 +$2,305
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.