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 $330 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
Bet on big move in either direction. Two premiums paid.
🎯 Target
72d from today
⚙️ Legs
LONG CALL · $285 · Dec '26
Qty 1 · Premium $33.92 · Δ 0.58
LONG PUT · $285 · Dec '26
Qty 1 · Premium $29.39 · Δ -0.42
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
💡 Stock vs Options at Target
If MRVL hits $330 by Dec 18: the long straddle returns $-1,831 (-28.9%) on $6,331 risked, vs +$4,299 (15.0%) for 100 shares on $28,701. Options give 1.9× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MRVL is at $330. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MRVL hits $330 by Dec 18
$-1,831
-28.9% on $6,331 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
−$6,331
Both premiums paid
Break-even
$348.31
+21.36% from spot
Prob. of Target Hit
59%
IV-implied, 72d (rough)
Net Δ / Θ / V
15.58 / -43.31 / 99.76
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%) | +$835 | +$156 | -$520 | -$792 |
| $244 (-15%) | +$293 | -$559 | -$1,531 | -$2,227 |
| $258 (-10%) | -$25 | -$1,021 | -$2,256 | -$3,662 |
| $273 (-5%) | -$120 | -$1,216 | -$2,639 | -$5,097 |
| $281 (-2%) | -$73 | -$1,207 | -$2,693 | -$5,958 |
| $287 (0%) ← spot | -$0 | -$1,149 | -$2,656 | -$6,130 |
| $293 (+2%) | +$105 | -$1,051 | -$2,563 | -$5,556 |
| $301 (+5%) | +$321 | -$834 | -$2,324 | -$4,695 |
| $316 (+10%) | +$824 | -$298 | -$1,687 | -$3,260 |
| $330 (+15%) ← target | +$1,486 | +$426 | -$808 | -$1,831 |
| $344 (+20%) | +$2,293 | +$1,319 | +$266 | -$390 |
Uses MRVL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.