Target Price Playground

Templates Custom Builder LEAP Simulator
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 $380 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
Sell OTM put for premium; get assigned if price drops.

🎯 Target

72d from today

⚙️ Legs

SHORT PUT · $330 · Dec '26
Qty 1 · Premium $6.7 · Δ -0.2
P&L at Expiry Now $361 Target $380 $253 $361 $470
Stock (100 sh) Cash-Secured Put Now Target
💡 Stock vs Options at Target

If MAR hits $380 by Dec 18: the cash-secured put returns +$670 (2.1%) on $-670 credit (max loss $32,330), vs +$1,872 (5.2%) for 100 shares on $36,128. Options give 0.4× capital efficiency.

📅 Expiry

Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MAR is at $380. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

📊 Projected Return

P&L if MAR hits $380 by Dec 18
+$670
+2.1% on $32,330 max loss
Max Profit
+$670
If the stock ≥ $330 at expiry
Max Loss
−$32,330
If stock → $0 after assignment
Break-even
$323.30
-10.51% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
20.39 / 8.06 / -51.12
per spread, per $1 move / day / vol pt
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📋 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.
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 ≥ 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.

📊 P&L Scenarios — what happens at different prices and dates

MAR Price Today Oct 31 Nov 24 Dec 18 (exp)
$289 (-20%) -$3,459 -$3,393 -$3,362 -$3,428
$307 (-15%) -$2,101 -$1,927 -$1,729 -$1,621
$325 (-10%) -$1,047 -$804 -$474 +$185
$343 (-5%) -$309 -$64 +$255 +$670
$354 (-2%) -$2 +$216 +$473 +$670
$361 (0%) ← spot +$155 +$349 +$558 +$670
$369 (+2%) +$281 +$448 +$609 +$670
$380 (+5%) ← target +$426 +$551 +$649 +$670
$397 (+10%) +$557 +$628 +$667 +$670
$415 (+15%) +$622 +$657 +$670 +$670
$434 (+20%) +$651 +$666 +$670 +$670
Uses MAR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.