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 $165 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG PUT ยท $185 ยท Oct '26
Qty 1 ยท Premium $16.1 ยท ฮ -0.44
SHORT PUT ยท $170 ยท Oct '26
Qty 1 ยท Premium $9.0 ยท ฮ -0.31
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $165 by Oct 16: the bear put spread returns +$790 (111.3%) on $710 risked, vs $-2,086 (-11.2%) for 100 shares on $18,586. Options give 9.9ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if KLAC is at $165. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if KLAC hits $165 by Oct 16
+$790
+111.3% on $710 risked
Max Profit
+$790
If the stock โค $170 at expiry
Max Loss
โ$710
Net debit
Break-even
$177.90
-4.28% from spot
Prob. of Target Hit
63%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
-13.66 / -1.6 / 4.58
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%) | +$479 | +$537 | +$647 | +$790 |
| $158 (-15%) | +$360 | +$406 | +$505 | +$790 |
| $165 (-11%) โ target | +$264 | +$293 | +$362 | +$790 |
| $167 (-10%) | +$232 | +$254 | +$311 | +$790 |
| $177 (-5%) | +$99 | +$95 | +$90 | +$133 |
| $182 (-2%) | +$22 | +$0 | -$43 | -$424 |
| $186 (0%) โ spot | -$29 | -$61 | -$128 | -$710 |
| $190 (+2%) | -$78 | -$120 | -$207 | -$710 |
| $195 (+5%) | -$148 | -$203 | -$315 | -$710 |
| $204 (+10%) | -$256 | -$326 | -$460 | -$710 |
| $214 (+15%) | -$348 | -$427 | -$561 | -$710 |
| $223 (+20%) | -$427 | -$506 | -$626 | -$710 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.