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
Bullish. Unlimited upside, capped loss = premium paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $285 · Dec '26
Qty 1 · Premium $33.92 · Δ 0.58
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
💡 Stock vs Options at Target
If MRVL hits $320 by Dec 18: the long call returns +$108 (3.2%) on $3,392 risked, vs +$3,299 (11.5%) for 100 shares on $28,701. Options give 0.3× 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
+$108
+3.2% on $3,392 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
−$3,392
Premium paid
Break-even
$318.92
+11.12% from spot
Prob. of Target Hit
68%
IV-implied, 72d (rough)
Net Δ / Θ / V
57.79 / -23.4 / 49.88
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%) | -$2,453 | -$2,834 | -$3,214 | -$3,392 |
| $244 (-15%) | -$2,006 | -$2,474 | -$3,002 | -$3,392 |
| $258 (-10%) | -$1,448 | -$1,987 | -$2,647 | -$3,392 |
| $273 (-5%) | -$778 | -$1,368 | -$2,121 | -$3,392 |
| $281 (-2%) | -$324 | -$932 | -$1,717 | -$3,392 |
| $287 (0%) ← spot | -$0 | -$616 | -$1,412 | -$3,191 |
| $293 (+2%) | +$340 | -$281 | -$1,079 | -$2,617 |
| $301 (+5%) | +$878 | +$258 | -$529 | -$1,756 |
| $316 (+10%) | +$1,847 | +$1,244 | +$508 | -$321 |
| $320 (+11%) ← target | +$2,153 | +$1,558 | +$843 | +$108 |
| $330 (+15%) | +$2,897 | +$2,326 | +$1,667 | +$1,114 |
| $344 (+20%) | +$4,017 | +$3,487 | +$2,919 | +$2,549 |
Uses MRVL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.