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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $305 · Dec '26
Qty 1 · Premium $35.87 · Δ 0.56
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If ARM hits $340 by Dec 18: the long call returns $-87 (-2.4%) on $3,587 risked, vs +$3,744 (12.4%) for 100 shares on $30,256. Options give 0.2× 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
$-87
-2.4% on $3,587 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$3,587
Premium paid
Break-even
$340.87
+12.66% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
56.02 / -26.28 / 53.0
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%) | -$2,535 | -$2,962 | -$3,388 | -$3,587 |
| $257 (-15%) | -$2,065 | -$2,586 | -$3,170 | -$3,587 |
| $272 (-10%) | -$1,486 | -$2,086 | -$2,813 | -$3,587 |
| $287 (-5%) | -$796 | -$1,454 | -$2,290 | -$3,587 |
| $297 (-2%) | -$331 | -$1,012 | -$1,890 | -$3,587 |
| $303 (0%) ← spot | -$0 | -$693 | -$1,588 | -$3,587 |
| $309 (+2%) | +$347 | -$353 | -$1,258 | -$3,226 |
| $318 (+5%) | +$896 | +$192 | -$713 | -$2,318 |
| $333 (+10%) | +$1,885 | +$1,189 | +$321 | -$805 |
| $340 (+12%) ← target | +$2,383 | +$1,697 | +$859 | -$87 |
| $348 (+15%) | +$2,955 | +$2,284 | +$1,485 | +$707 |
| $363 (+20%) | +$4,098 | +$3,466 | +$2,756 | +$2,220 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.