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 $415 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $360 · Dec '26
Qty 1 · Premium $19.0 · Δ 0.54
LONG PUT · $360 · Dec '26
Qty 1 · Premium $14.7 · Δ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If MAR hits $415 by Dec 18: the long straddle returns +$2,130 (63.2%) on $3,370 risked, vs +$5,372 (14.9%) for 100 shares on $36,128. Options give 4.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MAR is at $415. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MAR hits $415 by Dec 18
+$2,130
+63.2% on $3,370 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$3,370
Both premiums paid
Break-even
$393.70
+8.97% from spot
Prob. of Target Hit
23%
IV-implied, 72d (rough)
Net Δ / Θ / V
8.1 / -24.37 / 126.39
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%) | +$3,558 | +$3,558 | +$3,623 | +$3,728 |
| $307 (-15%) | +$2,059 | +$1,903 | +$1,840 | +$1,921 |
| $325 (-10%) | +$915 | +$545 | +$199 | +$115 |
| $343 (-5%) | +$272 | -$291 | -$979 | -$1,692 |
| $354 (-2%) | +$165 | -$468 | -$1,289 | -$2,775 |
| $361 (0%) ← spot | +$212 | -$442 | -$1,297 | -$3,242 |
| $369 (+2%) | +$350 | -$305 | -$1,146 | -$2,519 |
| $379 (+5%) | +$716 | +$95 | -$657 | -$1,436 |
| $397 (+10%) | +$1,691 | +$1,185 | +$669 | +$371 |
| $415 (+15%) ← target | +$2,970 | +$2,595 | +$2,281 | +$2,130 |
| $434 (+20%) | +$4,549 | +$4,288 | +$4,098 | +$3,984 |
Uses MAR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.