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 $215 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
Bet on big move in either direction. Two premiums 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
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $215 by Oct 16: the long straddle returns $-467 (-13.5%) on $3,467 risked, vs +$2,914 (15.7%) for 100 shares on $18,586. Options give 0.9ร capital efficiency.
๐ Expiry
Options expire Oct 16, 2026 (56 days out). P&L shown is the value at expiry if KLAC is at $215. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if KLAC hits $215 by Oct 16
$-467
-13.5% on $3,467 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$3,467
Both premiums paid
Break-even
$219.67
+18.19% from spot
Prob. of Target Hit
51%
IV-implied, 56d (rough)
Net ฮ / ฮ / V
10.93 / -31.2 / 57.27
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%) | +$818 | +$515 | +$233 | +$164 |
| $158 (-15%) | +$369 | -$43 | -$508 | -$765 |
| $167 (-10%) | +$80 | -$426 | -$1,069 | -$1,694 |
| $177 (-5%) | -$41 | -$614 | -$1,390 | -$2,624 |
| $182 (-2%) | -$34 | -$631 | -$1,452 | -$3,181 |
| $186 (0%) โ spot | +$3 | -$604 | -$1,438 | -$3,381 |
| $190 (+2%) | +$64 | -$546 | -$1,382 | -$3,009 |
| $195 (+5%) | +$201 | -$405 | -$1,221 | -$2,452 |
| $204 (+10%) | +$539 | -$39 | -$775 | -$1,522 |
| $215 (+16%) โ target | +$1,069 | +$548 | -$58 | -$467 |
| $223 (+20%) | +$1,560 | +$1,092 | +$593 | +$336 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.