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 $175 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG PUT ยท $185 ยท Nov '26
Qty 1 ยท Premium $22.0 ยท ฮ -0.43
SHORT PUT ยท $175 ยท Oct '26
Qty 1 ยท Premium $11.6 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $175 by Oct 16: the diagonal put spread returns +$833 (80.1%) on $1,040 risked, vs $-1,086 (-5.8%) for 100 shares on $18,586. Options give 13.8ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if KLAC is at $175. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if KLAC hits $175 by Oct 16
+$833
+80.1% on $1,040 risked
Max Profit
+$821
If the stock price is favorable
Max Loss
โ$900
Worst-case within chart range
Break-even
$192.87
+3.77% from spot
Prob. of Target Hit
80%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
-8.01 / 1.45 / 8.21
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%) | +$15 | +$63 | +$118 | +$71 |
| $158 (-15%) | +$7 | +$72 | +$175 | +$245 |
| $167 (-10%) | -$22 | +$53 | +$186 | +$508 |
| $175 (-6%) โ target | -$60 | +$13 | +$151 | +$803 |
| $182 (-2%) | -$106 | -$40 | +$83 | +$425 |
| $186 (0%) โ spot | -$133 | -$73 | +$37 | +$252 |
| $190 (+2%) | -$162 | -$109 | -$16 | +$94 |
| $195 (+5%) | -$209 | -$168 | -$104 | -$113 |
| $204 (+10%) | -$292 | -$274 | -$261 | -$391 |
| $214 (+15%) | -$378 | -$382 | -$416 | -$596 |
| $223 (+20%) | -$462 | -$487 | -$555 | -$742 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.