Target Price Playground
KLAC
$185.86
๐ข
KLAC IV: 55.4% โ LOW
(-30.8% vs 30d avg of 80.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $210 by Oct 16
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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG CALL ยท $185 ยท Oct '26
Qty 1 ยท Premium $18.57 ยท ฮ 0.55
SHORT CALL ยท $200 ยท Oct '26
Qty 1 ยท Premium $12.9 ยท ฮ 0.43
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $210 by Oct 16: the bull call spread returns +$933 (164.6%) on $567 risked, vs +$2,414 (13.0%) for 100 shares on $18,586. Options give 12.7ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if KLAC is at $210. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if KLAC hits $210 by Oct 16
+$933
+164.6% on $567 risked
Max Profit
+$933
If the stock โฅ $200 at expiry
Max Loss
โ$567
Net debit
Break-even
$190.67
+2.59% from spot
Prob. of Target Hit
58%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
12.36 / 0.08 / -1.07
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
| KLAC Price | Today | Sep 8 | Sep 27 | Oct 16 (exp) |
|---|---|---|---|---|
| $149 (-20%) | -$389 | -$445 | -$525 | -$567 |
| $158 (-15%) | -$301 | -$359 | -$461 | -$567 |
| $167 (-10%) | -$197 | -$246 | -$350 | -$567 |
| $177 (-5%) | -$82 | -$113 | -$191 | -$567 |
| $182 (-2%) | -$10 | -$27 | -$77 | -$567 |
| $186 (0%) โ spot | +$39 | +$32 | +$4 | -$481 |
| $190 (+2%) | +$88 | +$91 | +$87 | -$109 |
| $195 (+5%) | +$160 | +$179 | +$211 | +$448 |
| $204 (+10%) | +$277 | +$319 | +$405 | +$933 |
| $210 (+13%) โ target | +$342 | +$397 | +$507 | +$933 |
| $214 (+15%) | +$385 | +$447 | +$569 | +$933 |
| $223 (+20%) | +$481 | +$556 | +$696 | +$933 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.