Target Price Playground
ARM
$302.56
๐ข
ARM IV: 66.3% โ LOW
(-20.3% vs 30d avg of 83.3%)
Options are cheap vs 30d avg โ 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
๐ 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
72d from today
โ๏ธ Legs
LONG 100 SHARES
@ $302.56 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ARM hits $340 by Dec 18: the long stock returns +$3,744 (12.4%) on $30,256 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if ARM hits $340 by Dec 18
+$3,744
+12.4% on $30,256 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$30,256
If stock โ $0
Break-even
$302.56
+0.0% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| ARM Price | Today | Nov 6 | Dec 6 (exp) |
|---|---|---|---|
| $242 (-20%) | -$6,051 | -$6,051 | -$6,051 |
| $257 (-15%) | -$4,538 | -$4,538 | -$4,538 |
| $272 (-10%) | -$3,026 | -$3,026 | -$3,026 |
| $287 (-5%) | -$1,513 | -$1,513 | -$1,513 |
| $297 (-2%) | -$605 | -$605 | -$605 |
| $303 (0%) โ spot | +$0 | +$0 | +$0 |
| $309 (+2%) | +$605 | +$605 | +$605 |
| $318 (+5%) | +$1,513 | +$1,513 | +$1,513 |
| $333 (+10%) | +$3,026 | +$3,026 | +$3,026 |
| $340 (+12%) โ target | +$3,744 | +$3,744 | +$3,744 |
| $348 (+15%) | +$4,538 | +$4,538 | +$4,538 |
| $363 (+20%) | +$6,051 | +$6,051 | +$6,051 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.