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
Bearish. Max profit if underlying crashes, capped loss.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $285 · Dec '26
Qty 1 · Premium $29.39 · Δ -0.42
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
💡 Stock vs Options at Target
If MRVL hits $255 by Dec 18: the long put returns +$61 (2.1%) on $2,939 risked, vs $-3,201 (-11.2%) for 100 shares on $28,701. Options give 0.2× 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
+$61
+2.1% on $2,939 risked
Max Profit
+$25,561
If stock → $0
Max Loss
−$2,939
Premium paid
Break-even
$255.61
-10.94% from spot
Prob. of Target Hit
69%
IV-implied, 72d (rough)
Net Δ / Θ / V
-42.21 / -19.91 / 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%) | +$3,287 | +$2,990 | +$2,694 | +$2,600 |
| $244 (-15%) | +$2,299 | +$1,915 | +$1,471 | +$1,165 |
| $255 (-11%) ← target | +$1,615 | +$1,173 | +$625 | +$61 |
| $258 (-10%) | +$1,422 | +$966 | +$391 | -$270 |
| $273 (-5%) | +$657 | +$151 | -$518 | -$1,705 |
| $281 (-2%) | +$250 | -$274 | -$975 | -$2,566 |
| $287 (0%) ← spot | -$0 | -$532 | -$1,244 | -$2,939 |
| $293 (+2%) | -$234 | -$771 | -$1,485 | -$2,939 |
| $301 (+5%) | -$557 | -$1,093 | -$1,796 | -$2,939 |
| $316 (+10%) | -$1,023 | -$1,542 | -$2,195 | -$2,939 |
| $330 (+15%) | -$1,408 | -$1,896 | -$2,470 | -$2,939 |
| $344 (+20%) | -$1,723 | -$2,169 | -$2,653 | -$2,939 |
Uses MRVL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.