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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $210 by Oct 16: the long call returns +$643 (34.6%) on $1,857 risked, vs +$2,414 (13.0%) for 100 shares on $18,586. Options give 2.7ร 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
+$643
+34.6% on $1,857 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$1,857
Premium paid
Break-even
$203.57
+9.53% from spot
Prob. of Target Hit
58%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
55.32 / -15.8 / 28.63
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%) | -$1,466 | -$1,638 | -$1,801 | -$1,857 |
| $158 (-15%) | -$1,226 | -$1,453 | -$1,707 | -$1,857 |
| $167 (-10%) | -$906 | -$1,180 | -$1,523 | -$1,857 |
| $177 (-5%) | -$502 | -$809 | -$1,218 | -$1,857 |
| $182 (-2%) | -$220 | -$539 | -$971 | -$1,857 |
| $186 (0%) โ spot | -$16 | -$339 | -$778 | -$1,771 |
| $190 (+2%) | +$201 | -$124 | -$564 | -$1,399 |
| $195 (+5%) | +$548 | +$225 | -$205 | -$842 |
| $204 (+10%) | +$1,182 | +$873 | +$483 | +$88 |
| $210 (+13%) โ target | +$1,590 | +$1,294 | +$938 | +$643 |
| $214 (+15%) | +$1,876 | +$1,591 | +$1,259 | +$1,017 |
| $223 (+20%) | +$2,621 | +$2,367 | +$2,096 | +$1,946 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.