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 $315 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
Own stock + buy put as insurance against downside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $287.01 · Δ 1.00
LONG PUT · $275 · Dec '26
Qty 1 · Premium $24.36 · Δ -0.37
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
💡 Stock vs Options at Target
If MRVL hits $315 by Dec 18: the protective put returns +$363 (1.2%) on $31,137 risked, vs +$2,799 (9.8%) for 100 shares on $28,701. Options give 0.1× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MRVL is at $315. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MRVL hits $315 by Dec 18
+$363
+1.2% on $31,137 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
−$3,637
Put floors you at $275
Break-even
$311.37
+8.49% from spot
Prob. of Target Hit
73%
IV-implied, 72d (rough)
Net Δ / Θ / V
62.72 / -19.44 / 48.25
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%) | -$2,736 | -$3,073 | -$3,442 | -$3,637 |
| $244 (-15%) | -$2,223 | -$2,638 | -$3,149 | -$3,637 |
| $258 (-10%) | -$1,593 | -$2,067 | -$2,687 | -$3,637 |
| $273 (-5%) | -$850 | -$1,358 | -$2,038 | -$3,637 |
| $281 (-2%) | -$352 | -$869 | -$1,558 | -$3,010 |
| $287 (0%) ← spot | -$0 | -$518 | -$1,203 | -$2,436 |
| $293 (+2%) | +$368 | -$148 | -$822 | -$1,862 |
| $301 (+5%) | +$947 | +$440 | -$204 | -$1,001 |
| $315 (+10%) ← target | +$1,927 | +$1,448 | +$872 | +$363 |
| $330 (+15%) | +$3,088 | +$2,651 | +$2,169 | +$1,869 |
| $344 (+20%) | +$4,259 | +$3,869 | +$3,479 | +$3,304 |
Uses MRVL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.