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 $265 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $305 · Dec '26
Qty 1 · Premium $35.61 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If ARM hits $265 by Dec 18: the long put returns +$439 (12.3%) on $3,561 risked, vs $-3,756 (-12.4%) for 100 shares on $30,256. Options give 1.0× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ARM is at $265. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ARM hits $265 by Dec 18
+$439
+12.3% on $3,561 risked
Max Profit
+$26,939
If stock → $0
Max Loss
−$3,561
Premium paid
Break-even
$269.39
-10.96% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
-43.98 / -22.56 / 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%) | +$3,517 | +$3,179 | +$2,842 | +$2,734 |
| $257 (-15%) | +$2,473 | +$2,042 | +$1,548 | +$1,221 |
| $265 (-12%) ← target | +$1,977 | +$1,503 | +$932 | +$439 |
| $272 (-10%) | +$1,540 | +$1,030 | +$393 | -$291 |
| $287 (-5%) | +$717 | +$149 | -$597 | -$1,804 |
| $297 (-2%) | +$274 | -$317 | -$1,105 | -$2,712 |
| $303 (0%) ← spot | +$0 | -$603 | -$1,408 | -$3,317 |
| $309 (+2%) | -$258 | -$868 | -$1,684 | -$3,561 |
| $318 (+5%) | -$616 | -$1,231 | -$2,046 | -$3,561 |
| $333 (+10%) | -$1,141 | -$1,747 | -$2,526 | -$3,561 |
| $348 (+15%) | -$1,583 | -$2,164 | -$2,873 | -$3,561 |
| $363 (+20%) | -$1,952 | -$2,495 | -$3,116 | -$3,561 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.