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 $285 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $305 · Jan '27
Qty 1 · Premium $41.34 · Δ -0.43
SHORT PUT · $285 · Dec '26
Qty 1 · Premium $25.44 · Δ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If ARM hits $285 by Dec 18: the diagonal put spread returns +$1,662 (104.5%) on $1,590 risked, vs $-1,756 (-5.8%) for 100 shares on $30,256. Options give 18.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ARM is at $285. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ARM hits $285 by Dec 18
+$1,662
+104.5% on $1,590 risked
Max Profit
+$1,638
If the stock price is favorable
Max Loss
−$1,351
Worst-case within chart range
Break-even
$319.99
+5.76% from spot
Prob. of Target Hit
85%
IV-implied, 72d (rough)
Net Δ / Θ / V
-7.35 / 2.88 / 12.2
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%) | +$326 | +$429 | +$573 | +$570 |
| $257 (-15%) | +$272 | +$389 | +$586 | +$823 |
| $272 (-10%) | +$198 | +$318 | +$539 | +$1,213 |
| $285 (-6%) ← target | +$122 | +$234 | +$450 | +$1,662 |
| $297 (-2%) | +$44 | +$143 | +$333 | +$1,019 |
| $303 (0%) ← spot | +$0 | +$90 | +$260 | +$720 |
| $309 (+2%) | -$45 | +$34 | +$181 | +$447 |
| $318 (+5%) | -$115 | -$54 | +$52 | +$83 |
| $333 (+10%) | -$236 | -$208 | -$175 | -$407 |
| $348 (+15%) | -$359 | -$364 | -$403 | -$772 |
| $363 (+20%) | -$481 | -$517 | -$618 | -$1,037 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.