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 $350 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $305 · Dec '26
Qty 1 · Premium $35.87 · Δ 0.56
LONG PUT · $305 · Dec '26
Qty 1 · Premium $35.61 · Δ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If ARM hits $350 by Dec 18: the long straddle returns $-2,648 (-37.0%) on $7,148 risked, vs +$4,744 (15.7%) for 100 shares on $30,256. Options give 2.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if ARM is at $350. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if ARM hits $350 by Dec 18
$-2,648
-37.0% on $7,148 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$7,148
Both premiums paid
Break-even
$233.52
-22.82% from spot
Prob. of Target Hit
60%
IV-implied, 72d (rough)
Net Δ / Θ / V
12.04 / -48.84 / 106.0
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%) | +$982 | +$216 | -$546 | -$853 |
| $257 (-15%) | +$408 | -$544 | -$1,621 | -$2,366 |
| $272 (-10%) | +$54 | -$1,055 | -$2,420 | -$3,878 |
| $287 (-5%) | -$79 | -$1,305 | -$2,887 | -$5,391 |
| $297 (-2%) | -$57 | -$1,330 | -$2,996 | -$6,299 |
| $303 (0%) ← spot | +$0 | -$1,296 | -$2,997 | -$6,904 |
| $309 (+2%) | +$89 | -$1,222 | -$2,942 | -$6,787 |
| $318 (+5%) | +$280 | -$1,040 | -$2,758 | -$5,879 |
| $333 (+10%) | +$744 | -$559 | -$2,205 | -$4,366 |
| $350 (+16%) ← target | +$1,469 | +$227 | -$1,259 | -$2,648 |
| $363 (+20%) | +$2,146 | +$971 | -$360 | -$1,341 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.