Target Price Playground
ARM
$148.93
๐ข
ARM IV: 58.2% โ LOW
(-25.5% vs 30d avg of 78.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $170 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 $150 ยท Jun '26
Qty 1 ยท Premium $16.95 ยท ฮ 0.57
LONG PUT ยท $150 ยท Jun '26
Qty 1 ยท Premium $15.55 ยท ฮ -0.43
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If ARM hits $170 by Jun 19: the long straddle returns $-1,250 (-38.5%) on $3,250 risked, vs +$2,107 (14.1%) for 100 shares on $14,893. Options give 2.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ARM is at $170. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ARM hits $170 by Jun 19
$-1,250
-38.5% on $3,250 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$3,250
Both premiums paid
Break-even
$117.50
-21.1% from spot
Prob. of Target Hit
58%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
13.68 / -23.71 / 51.12
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
| ARM Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $119 (-20%) | +$415 | +$144 | -$99 | -$164 |
| $127 (-15%) | +$65 | -$298 | -$685 | -$909 |
| $134 (-10%) | -$164 | -$607 | -$1,136 | -$1,654 |
| $141 (-5%) | -$269 | -$771 | -$1,410 | -$2,398 |
| $146 (-2%) | -$272 | -$798 | -$1,479 | -$2,845 |
| $149 (0%) โ spot | -$251 | -$786 | -$1,484 | -$3,143 |
| $152 (+2%) | -$210 | -$752 | -$1,458 | -$3,059 |
| $156 (+5%) | -$117 | -$660 | -$1,360 | -$2,612 |
| $164 (+10%) | +$123 | -$405 | -$1,060 | -$1,868 |
| $170 (+14%) โ target | +$394 | -$109 | -$700 | -$1,250 |
| $179 (+20%) | +$872 | +$420 | -$64 | -$378 |
Uses ARM's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.