Target Price Playground
AMAT
$399.49
๐ข
AMAT IV: 52.7% โ LOW
(-34.0% vs 30d avg of 79.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $440 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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $399.49 ยท ฮ 1.00
LONG PUT ยท $380 ยท Jun '26
Qty 1 ยท Premium $26.86 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If AMAT hits $440 by Jun 19: the protective put returns +$1,365 (3.2%) on $42,635 risked, vs +$4,051 (10.1%) for 100 shares on $39,949. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if AMAT is at $440. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AMAT hits $440 by Jun 19
+$1,365
+3.2% on $42,635 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$4,635
Put floors you at $380
Break-even
$426.35
+6.72% from spot
Prob. of Target Hit
66%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
64.27 / -26.48 / 65.11
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
| AMAT Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $320 (-20%) | -$3,855 | -$4,184 | -$4,516 | -$4,635 |
| $340 (-15%) | -$3,217 | -$3,658 | -$4,183 | -$4,635 |
| $360 (-10%) | -$2,388 | -$2,911 | -$3,588 | -$4,635 |
| $380 (-5%) | -$1,367 | -$1,933 | -$2,685 | -$4,635 |
| $392 (-2%) | -$667 | -$1,239 | -$1,993 | -$3,485 |
| $399 (0%) โ spot | -$166 | -$735 | -$1,474 | -$2,686 |
| $407 (+2%) | +$361 | -$198 | -$912 | -$1,887 |
| $419 (+5%) | +$1,198 | +$660 | +$2 | -$689 |
| $440 (+10%) โ target | +$2,746 | +$2,265 | +$1,730 | +$1,365 |
| $459 (+15%) | +$4,322 | +$3,906 | +$3,495 | +$3,306 |
| $479 (+20%) | +$6,036 | +$5,692 | +$5,396 | +$5,304 |
Uses AMAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.