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 $275 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $285 · Jan '27
Qty 1 · Premium $34.45 · Δ -0.41
SHORT PUT · $275 · Dec '26
Qty 1 · Premium $24.36 · Δ -0.37
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If MRVL hits $275 by Dec 18: the diagonal put spread returns +$1,414 (140.1%) on $1,009 risked, vs $-1,201 (-4.2%) for 100 shares on $28,701. Options give 33.4× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MRVL is at $275. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MRVL hits $275 by Dec 18
+$1,414
+140.1% on $1,009 risked
Max Profit
+$1,372
If the stock price is favorable
Max Loss
−$867
Worst-case within chart range
Break-even
$310.23
+8.09% from spot
Prob. of Target Hit
88%
IV-implied, 72d (rough)
Net Δ / Θ / V
-3.89 / 2.95 / 10.21
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%) | +$97 | +$162 | +$237 | +$131 |
| $244 (-15%) | +$99 | +$185 | +$320 | +$375 |
| $258 (-10%) | +$82 | +$182 | +$360 | +$760 |
| $275 (-4%) ← target | +$42 | +$141 | +$332 | +$1,413 |
| $281 (-2%) | +$21 | +$117 | +$300 | +$1,092 |
| $287 (0%) ← spot | -$0 | +$91 | +$263 | +$825 |
| $293 (+2%) | -$23 | +$61 | +$217 | +$584 |
| $301 (+5%) | -$62 | +$11 | +$138 | +$270 |
| $316 (+10%) | -$132 | -$83 | -$16 | -$143 |
| $330 (+15%) | -$208 | -$185 | -$179 | -$438 |
| $344 (+20%) | -$285 | -$289 | -$336 | -$642 |
Uses MRVL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.