Target Price Playground
MRVL
$287.01
🟢
MRVL IV: 61.6% — LOW
(-18.5% vs 30d avg of 75.6%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $255 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 bearish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $285 · Dec '26
Qty 1 · Premium $29.39 · Δ -0.42
SHORT PUT · $265 · Dec '26
Qty 1 · Premium $19.84 · Δ -0.32
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
💡 Stock vs Options at Target
If MRVL hits $255 by Dec 18: the bear put spread returns +$1,045 (109.5%) on $955 risked, vs $-3,201 (-11.2%) for 100 shares on $28,701. Options give 9.8× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MRVL is at $255. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MRVL hits $255 by Dec 18
+$1,045
+109.5% on $955 risked
Max Profit
+$1,045
If the stock ≤ $265 at expiry
Max Loss
−$955
Net debit
Break-even
$275.45
-4.03% from spot
Prob. of Target Hit
69%
IV-implied, 72d (rough)
Net Δ / Θ / V
-9.83 / -1.31 / 4.07
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
| MRVL Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $230 (-20%) | +$579 | +$654 | +$798 | +$1,045 |
| $244 (-15%) | +$440 | +$495 | +$615 | +$1,045 |
| $255 (-11%) ← target | +$327 | +$360 | +$441 | +$1,045 |
| $258 (-10%) | +$293 | +$319 | +$385 | +$1,045 |
| $273 (-5%) | +$144 | +$137 | +$132 | +$279 |
| $281 (-2%) | +$57 | +$30 | -$20 | -$582 |
| $287 (0%) ← spot | -$0 | -$40 | -$118 | -$955 |
| $293 (+2%) | -$56 | -$108 | -$212 | -$955 |
| $301 (+5%) | -$137 | -$205 | -$342 | -$955 |
| $316 (+10%) | -$262 | -$353 | -$526 | -$955 |
| $330 (+15%) | -$375 | -$481 | -$668 | -$955 |
| $344 (+20%) | -$474 | -$587 | -$770 | -$955 |
Uses MRVL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.