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 $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
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $285 · Dec '26
Qty 1 · Premium $33.92 · Δ 0.58
SHORT CALL · $310 · Dec '26
Qty 1 · Premium $23.87 · Δ 0.46
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If MRVL hits $320 by Dec 18: the bull call spread returns +$1,495 (148.8%) on $1,005 risked, vs +$3,299 (11.5%) for 100 shares on $28,701. Options give 12.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MRVL is at $320. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MRVL hits $320 by Dec 18
+$1,495
+148.8% on $1,005 risked
Max Profit
+$1,495
If the stock ≥ $310 at expiry
Max Loss
−$1,005
Net debit
Break-even
$295.05
+2.8% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
12.14 / -0.07 / -2.58
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%) | -$630 | -$727 | -$881 | -$1,005 |
| $244 (-15%) | -$490 | -$581 | -$754 | -$1,005 |
| $258 (-10%) | -$334 | -$406 | -$564 | -$1,005 |
| $273 (-5%) | -$167 | -$209 | -$317 | -$1,005 |
| $281 (-2%) | -$64 | -$85 | -$150 | -$1,005 |
| $287 (0%) ← spot | +$4 | -$1 | -$34 | -$804 |
| $293 (+2%) | +$73 | +$83 | +$84 | -$230 |
| $301 (+5%) | +$174 | +$208 | +$261 | +$631 |
| $316 (+10%) | +$338 | +$408 | +$540 | +$1,495 |
| $320 (+11%) ← target | +$386 | +$466 | +$617 | +$1,495 |
| $330 (+15%) | +$492 | +$593 | +$785 | +$1,495 |
| $344 (+20%) | +$634 | +$759 | +$987 | +$1,495 |
Uses MRVL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.