Target Price Playground
KLAC
$261.19
๐ก
KLAC IV: 68.9% โ NORMAL
(-6.6% 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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
64d from today
โ๏ธ Legs
LONG 100 SHARES
@ $261.19 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $295 by Aug 21: the long stock returns +$3,381 (12.9%) on $26,119 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Aug 21.
๐ Projected Return
P&L if KLAC hits $295 by Aug 21
+$3,381
+12.9% on $26,119 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$26,119
If stock โ $0
Break-even
$261.19
+0.0% from spot
Prob. of Target Hit
68%
IV-implied, 64d (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 | Jul 18 | Aug 17 (exp) |
|---|---|---|---|
| $209 (-20%) | -$5,224 | -$5,224 | -$5,224 |
| $222 (-15%) | -$3,918 | -$3,918 | -$3,918 |
| $235 (-10%) | -$2,612 | -$2,612 | -$2,612 |
| $248 (-5%) | -$1,306 | -$1,306 | -$1,306 |
| $256 (-2%) | -$522 | -$522 | -$522 |
| $261 (0%) โ spot | +$0 | +$0 | +$0 |
| $266 (+2%) | +$522 | +$522 | +$522 |
| $274 (+5%) | +$1,306 | +$1,306 | +$1,306 |
| $287 (+10%) | +$2,612 | +$2,612 | +$2,612 |
| $295 (+13%) โ target | +$3,381 | +$3,381 | +$3,381 |
| $300 (+15%) | +$3,918 | +$3,918 | +$3,918 |
| $313 (+20%) | +$5,224 | +$5,224 | +$5,224 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.