Target Price Playground
MAR
$361.28
🟢
MAR IV: 24.9% — LOW
(-63.4% vs 30d avg of 67.9%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $405 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 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.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $360 · Dec '26
Qty 1 · Premium $19.0 · Δ 0.54
SHORT CALL · $390 · Dec '26
Qty 1 · Premium $5.5 · Δ 0.27
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If MAR hits $405 by Dec 18: the bull call spread returns +$1,650 (122.2%) on $1,350 risked, vs +$4,372 (12.1%) for 100 shares on $36,128. Options give 10.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MAR is at $405. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MAR hits $405 by Dec 18
+$1,650
+122.2% on $1,350 risked
Max Profit
+$1,650
If the stock ≥ $390 at expiry
Max Loss
−$1,350
Net debit
Break-even
$373.50
+3.38% from spot
Prob. of Target Hit
33%
IV-implied, 72d (rough)
Net Δ / Θ / V
26.99 / -4.04 / 3.38
per spread, per $1 move / day / vol pt
📋 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 — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — 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 ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 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.
📊 P&L Scenarios — what happens at different prices and dates
| MAR Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $289 (-20%) | -$1,289 | -$1,331 | -$1,349 | -$1,350 |
| $307 (-15%) | -$1,176 | -$1,266 | -$1,338 | -$1,350 |
| $325 (-10%) | -$957 | -$1,090 | -$1,260 | -$1,350 |
| $343 (-5%) | -$620 | -$752 | -$984 | -$1,350 |
| $354 (-2%) | -$372 | -$473 | -$674 | -$1,350 |
| $361 (0%) ← spot | -$195 | -$264 | -$411 | -$1,222 |
| $369 (+2%) | -$13 | -$46 | -$118 | -$499 |
| $379 (+5%) | +$257 | +$284 | +$336 | +$584 |
| $397 (+10%) | +$674 | +$781 | +$987 | +$1,650 |
| $405 (+12%) ← target | +$826 | +$955 | +$1,186 | +$1,650 |
| $415 (+15%) | +$1,011 | +$1,154 | +$1,384 | +$1,650 |
| $434 (+20%) | +$1,256 | +$1,392 | +$1,561 | +$1,650 |
Uses MAR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.