Target Price Playground
ALRM
$42.65
๐ก
ALRM IV: 65.7% โ NORMAL
(+9.3% vs 30d avg of 60.1%)
IV is near its 30-day average โ no strong edge either way.
Forward Projection
If price hits $41 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $43 ยท Jul '26
Qty 1 ยท Premium $4.69 ยท ฮ -0.44
SHORT PUT ยท $41 ยท Jun '26
Qty 1 ยท Premium $3.0 ยท ฮ -0.37
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If ALRM hits $41 by Jun 19: the diagonal put spread returns +$190 (112.7%) on $169 risked, vs $-165 (-3.9%) for 100 shares on $4,265. Options give 28.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ALRM is at $41. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ALRM hits $41 by Jun 19
+$190
+112.7% on $169 risked
Max Profit
+$187
If the stock price is favorable
Max Loss
โ$154
Worst-case within chart range
Break-even
$45.15
+5.86% from spot
Prob. of Target Hit
87%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-6.46 / 0.42 / 1.65
per spread, per $1 move / day / vol pt
๐ 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 โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ 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 โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 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.
๐ P&L Scenarios โ what happens at different prices and dates
| ALRM Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $34 (-20%) | +$31 | +$39 | +$47 | +$34 |
| $36 (-15%) | +$28 | +$40 | +$57 | +$58 |
| $38 (-10%) | +$22 | +$36 | +$59 | +$101 |
| $41 (-5%) | +$12 | +$26 | +$51 | +$170 |
| $41 (-4%) โ target | +$9 | +$23 | +$48 | +$189 |
| $42 (-2%) | +$5 | +$18 | +$41 | +$145 |
| $43 (0%) โ spot | -$0 | +$11 | +$33 | +$102 |
| $44 (+2%) | -$6 | +$4 | +$23 | +$63 |
| $45 (+5%) | -$15 | -$7 | +$6 | +$12 |
| $47 (+10%) | -$31 | -$28 | -$24 | -$52 |
| $49 (+15%) | -$48 | -$49 | -$55 | -$97 |
| $51 (+20%) | -$64 | -$69 | -$82 | -$126 |
Uses ALRM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.