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 $320 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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $360 · Dec '26
Qty 1 · Premium $14.7 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If MAR hits $320 by Dec 18: the long put returns +$2,530 (172.1%) on $1,470 risked, vs $-4,128 (-11.4%) for 100 shares on $36,128. Options give 15.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MAR is at $320. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MAR hits $320 by Dec 18
+$2,530
+172.1% on $1,470 risked
Max Profit
+$34,530
If stock → $0
Max Loss
−$1,470
Premium paid
Break-even
$345.30
-4.42% from spot
Prob. of Target Hit
36%
IV-implied, 72d (rough)
Net Δ / Θ / V
-46.28 / -10.04 / 63.2
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%) | +$5,384 | +$5,437 | +$5,522 | +$5,628 |
| $307 (-15%) | +$3,731 | +$3,706 | +$3,727 | +$3,821 |
| $320 (-11%) ← target | +$2,654 | +$2,553 | +$2,481 | +$2,530 |
| $325 (-10%) | +$2,256 | +$2,124 | +$2,004 | +$2,015 |
| $343 (-5%) | +$1,031 | +$802 | +$511 | +$208 |
| $354 (-2%) | +$436 | +$172 | -$185 | -$875 |
| $361 (0%) ← spot | +$98 | -$176 | -$551 | -$1,470 |
| $369 (+2%) | -$195 | -$469 | -$837 | -$1,470 |
| $379 (+5%) | -$553 | -$811 | -$1,134 | -$1,470 |
| $397 (+10%) | -$969 | -$1,169 | -$1,374 | -$1,470 |
| $415 (+15%) | -$1,214 | -$1,347 | -$1,449 | -$1,470 |
| $434 (+20%) | -$1,346 | -$1,424 | -$1,466 | -$1,470 |
Uses MAR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.