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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $165 by Oct 16: the long put returns +$390 (24.2%) on $1,610 risked, vs $-2,086 (-11.2%) for 100 shares on $18,586. Options give 2.2ร 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
+$390
+24.2% on $1,610 risked
Max Profit
+$16,890
If stock โ $0
Max Loss
โ$1,610
Premium paid
Break-even
$168.90
-9.13% from spot
Prob. of Target Hit
63%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
-44.4 / -15.4 / 28.64
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%) | +$2,284 | +$2,153 | +$2,034 | +$2,021 |
| $158 (-15%) | +$1,595 | +$1,410 | +$1,199 | +$1,092 |
| $165 (-11%) โ target | +$1,128 | +$905 | +$626 | +$390 |
| $167 (-10%) | +$987 | +$754 | +$454 | +$163 |
| $177 (-5%) | +$461 | +$195 | -$172 | -$767 |
| $182 (-2%) | +$186 | -$92 | -$481 | -$1,324 |
| $186 (0%) โ spot | +$18 | -$265 | -$660 | -$1,610 |
| $190 (+2%) | -$137 | -$422 | -$818 | -$1,610 |
| $195 (+5%) | -$347 | -$630 | -$1,016 | -$1,610 |
| $204 (+10%) | -$643 | -$912 | -$1,258 | -$1,610 |
| $214 (+15%) | -$878 | -$1,122 | -$1,412 | -$1,610 |
| $223 (+20%) | -$1,062 | -$1,275 | -$1,503 | -$1,610 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.