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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
56d from today
โ๏ธ Legs
LONG 100 SHARES
@ $185.86 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $210 by Oct 16: the long stock returns +$2,414 (13.0%) on $18,586 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Oct 16.
๐ Projected Return
P&L if KLAC hits $210 by Oct 16
+$2,414
+13.0% on $18,586 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$18,586
If stock โ $0
Break-even
$185.86
+0.0% from spot
Prob. of Target Hit
58%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 20 | Oct 20 (exp) |
|---|---|---|---|
| $149 (-20%) | -$3,717 | -$3,717 | -$3,717 |
| $158 (-15%) | -$2,788 | -$2,788 | -$2,788 |
| $167 (-10%) | -$1,859 | -$1,859 | -$1,859 |
| $177 (-5%) | -$929 | -$929 | -$929 |
| $182 (-2%) | -$372 | -$372 | -$372 |
| $186 (0%) โ spot | +$0 | +$0 | +$0 |
| $190 (+2%) | +$372 | +$372 | +$372 |
| $195 (+5%) | +$929 | +$929 | +$929 |
| $204 (+10%) | +$1,859 | +$1,859 | +$1,859 |
| $210 (+13%) โ target | +$2,414 | +$2,414 | +$2,414 |
| $214 (+15%) | +$2,788 | +$2,788 | +$2,788 |
| $223 (+20%) | +$3,717 | +$3,717 | +$3,717 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.