Target Price Playground
KLAC
$261.19
๐ก
KLAC IV: 68.1% โ NORMAL
(-7.7% vs 30d avg of 73.8%)
IV is near its 30-day average โ no strong edge either way.
Forward Projection
If price hits $295 by Aug 21
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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG CALL ยท $260 ยท Aug '26
Qty 1 ยท Premium $32.8 ยท ฮ 0.56
SHORT CALL ยท $280 ยท Aug '26
Qty 1 ยท Premium $25.0 ยท ฮ 0.46
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $295 by Aug 21: the bull call spread returns +$1,220 (156.4%) on $780 risked, vs +$3,381 (12.9%) for 100 shares on $26,119. Options give 12.1ร capital efficiency.
๐ Expiry
Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if KLAC is at $295. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if KLAC hits $295 by Aug 21
+$1,220
+156.4% on $780 risked
Max Profit
+$1,220
If the stock โฅ $280 at expiry
Max Loss
โ$780
Net debit
Break-even
$267.80
+2.53% from spot
Prob. of Target Hit
68%
IV-implied, 64d (rough)
Net ฮ / ฮ / V
9.34 / -0.68 / -1.63
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 | Jul 9 | Jul 30 | Aug 21 (exp) |
|---|---|---|---|---|
| $209 (-20%) | -$440 | -$512 | -$638 | -$780 |
| $222 (-15%) | -$333 | -$397 | -$525 | -$780 |
| $235 (-10%) | -$217 | -$264 | -$373 | -$780 |
| $248 (-5%) | -$96 | -$120 | -$188 | -$780 |
| $256 (-2%) | -$22 | -$30 | -$66 | -$780 |
| $261 (0%) โ spot | +$27 | +$30 | +$17 | -$661 |
| $266 (+2%) | +$76 | +$90 | +$100 | -$139 |
| $274 (+5%) | +$149 | +$179 | +$225 | +$645 |
| $287 (+10%) | +$267 | +$322 | +$424 | +$1,220 |
| $295 (+13%) โ target | +$333 | +$402 | +$531 | +$1,220 |
| $300 (+15%) | +$378 | +$456 | +$602 | +$1,220 |
| $313 (+20%) | +$481 | +$578 | +$753 | +$1,220 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.