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 $310 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, sell OTM call for income. Caps upside.
🎯 Target
72d from today
⚙️ Legs
LONG 100 SHARES
@ $287.01 · Δ 1.00
SHORT CALL · $310 · Dec '26
Qty 1 · Premium $23.87 · Δ 0.46
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
💡 Stock vs Options at Target
If MRVL hits $310 by Dec 18: the covered call returns +$4,686 (17.8%) on $26,314 risked, vs +$2,299 (8.0%) for 100 shares on $28,701. Options give 2.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if MRVL is at $310. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if MRVL hits $310 by Dec 18
+$4,686
+17.8% on $26,314 risked
Max Profit
+$4,686
If the stock ≥ $310 at expiry
Max Loss
−$26,314
If stock → $0 (minus premium received)
Break-even
$263.14
-8.32% from spot
Prob. of Target Hit
77%
IV-implied, 72d (rough)
Net Δ / Θ / V
54.35 / 23.33 / -52.46
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%) | -$3,917 | -$3,633 | -$3,408 | -$3,353 |
| $244 (-15%) | -$2,789 | -$2,412 | -$2,057 | -$1,918 |
| $258 (-10%) | -$1,756 | -$1,288 | -$786 | -$483 |
| $273 (-5%) | -$824 | -$276 | +$369 | +$952 |
| $281 (-2%) | -$315 | +$274 | +$994 | +$1,813 |
| $287 (0%) ← spot | +$4 | +$615 | +$1,378 | +$2,387 |
| $293 (+2%) | +$307 | +$938 | +$1,737 | +$2,961 |
| $301 (+5%) | +$731 | +$1,385 | +$2,224 | +$3,822 |
| $310 (+8%) ← target | +$1,122 | +$1,790 | +$2,652 | +$4,686 |
| $316 (+10%) | +$1,361 | +$2,034 | +$2,902 | +$4,686 |
| $330 (+15%) | +$1,900 | +$2,573 | +$3,423 | +$4,686 |
| $344 (+20%) | +$2,357 | +$3,011 | +$3,808 | +$4,686 |
Uses MRVL's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.