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 $460 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $400 ยท Jun '26
Qty 1 ยท Premium $39.82 ยท ฮ 0.56
LONG PUT ยท $400 ยท Jun '26
Qty 1 ยท Premium $36.35 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If AMAT hits $460 by Jun 19: the long straddle returns $-1,617 (-21.2%) on $7,617 risked, vs +$6,051 (15.1%) for 100 shares on $39,949. Options give 1.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if AMAT is at $460. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AMAT hits $460 by Jun 19
$-1,617
-21.2% on $7,617 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$7,617
Both premiums paid
Break-even
$323.83
-18.94% from spot
Prob. of Target Hit
51%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
12.39 / -58.34 / 134.28
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%) | +$1,598 | +$1,004 | +$507 | +$424 |
| $340 (-15%) | +$574 | -$265 | -$1,134 | -$1,574 |
| $360 (-10%) | -$102 | -$1,158 | -$2,408 | -$3,571 |
| $380 (-5%) | -$412 | -$1,627 | -$3,173 | -$5,569 |
| $392 (-2%) | -$422 | -$1,697 | -$3,350 | -$6,767 |
| $399 (0%) โ spot | -$358 | -$1,657 | -$3,348 | -$7,566 |
| $407 (+2%) | -$238 | -$1,549 | -$3,251 | -$6,869 |
| $419 (+5%) | +$39 | -$1,267 | -$2,937 | -$5,671 |
| $439 (+10%) | +$747 | -$502 | -$2,017 | -$3,673 |
| $460 (+15%) โ target | +$1,757 | +$617 | -$657 | -$1,617 |
| $479 (+20%) | +$2,930 | +$1,919 | +$893 | +$322 |
Uses AMAT's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.