Target Price Playground

Templates Custom Builder LEAP Simulator
LRCX
$389.04
๐ŸŸข
LRCX IV: 71.8% โ€” LOW (-25.0% vs 30d avg of 95.7%)
Options are cheap vs 30d avg โ€” good time to BUY options (long calls/puts, debit spreads).
Forward Projection If price hits $445 by Aug 21
Historical Backtest Coming soon
Signal Backtest Coming soon

๐Ÿ“‹ Strategy

Bet on big move in either direction. Two premiums paid.

๐ŸŽฏ Target

64d from today

โš™๏ธ Legs

LONG CALL ยท $390 ยท Aug '26
Qty 1 ยท Premium $53.1 ยท ฮ” 0.57
LONG PUT ยท $390 ยท Aug '26
Qty 1 ยท Premium $50.0 ยท ฮ” -0.43
P&L at Expiry Now $389 Target $445 $233 $389 $545
Stock (100 sh) Long Straddle Now Target
๐Ÿ’ก Stock vs Options at Target

If LRCX hits $445 by Aug 21: the long straddle returns $-4,810 (-46.7%) on $10,310 risked, vs +$5,596 (14.4%) for 100 shares on $38,904. Options give 3.2ร— capital efficiency.

๐Ÿ“… Expiry

Options expire Aug 21, 2026 (64 days out). P&L shown is the value at expiry if LRCX is at $445. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

๐Ÿ“Š Projected Return

P&L if LRCX hits $445 by Aug 21
$-4,810
-46.7% on $10,310 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โˆ’$10,310
Both premiums paid
Break-even
$286.90
-26.25% from spot
Prob. of Target Hit
65%
IV-implied, 64d (rough)
Net ฮ” / ฮ˜ / V
14.47 / -80.84 / 127.2
per spread, per $1 move / day / vol pt
๐Ÿ’พ Log in to save ๐Ÿ“Š My Saved Strategies

๐Ÿ“‹ 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.
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.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โ‰ฅ 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.

๐Ÿ“Š P&L Scenarios โ€” what happens at different prices and dates

LRCX Price Today Jul 9 Jul 30 Aug 21 (exp)
$311 (-20%) +$351 -$730 -$1,851 -$2,433
$331 (-15%) -$314 -$1,623 -$3,135 -$4,378
$350 (-10%) -$704 -$2,202 -$4,058 -$6,324
$370 (-5%) -$823 -$2,458 -$4,564 -$8,269
$381 (-2%) -$767 -$2,458 -$4,659 -$9,436
$389 (0%) โ† spot -$680 -$2,397 -$4,635 -$10,214
$397 (+2%) -$554 -$2,287 -$4,544 -$9,628
$408 (+5%) -$293 -$2,035 -$4,287 -$8,461
$428 (+10%) +$318 -$1,401 -$3,561 -$6,516
$445 (+14%) โ† target +$1,020 -$645 -$2,660 -$4,810
$467 (+20%) +$2,121 +$559 -$1,216 -$2,625
Uses LRCX's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.