Target Price Playground

Templates Custom Builder
KLAC
$1,737.28
๐ŸŸข
KLAC IV: 49.5% โ€” LOW (-37.4% vs 30d avg of 79.0%)
Options are cheap vs 30d avg โ€” good time to BUY options (long calls/puts, debit spreads).
Forward Projection If price hits $1530 by Jun 19
Historical Backtest Coming soon
Signal Backtest Coming soon

๐Ÿ“‹ 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
Moderately bearish. Debit, capped max profit + loss.

๐ŸŽฏ Target

67d from today

โš™๏ธ Legs

LONG PUT ยท $1740 ยท Jun '26
Qty 1 ยท Premium $154.6 ยท ฮ” -0.44
SHORT PUT ยท $1600 ยท Jun '26
Qty 1 ยท Premium $92.8 ยท ฮ” -0.31
P&L at Expiry Now $1737 Target $1530 $1216 $1737 $2258
Stock (100 sh) Bear Put Spread Now Target
๐Ÿ’ก Stock vs Options at Target

If KLAC hits $1530 by Jun 19: the bear put spread returns +$7,820 (126.5%) on $6,180 risked, vs $-20,728 (-11.9%) for 100 shares on $173,728. Options give 10.6ร— capital efficiency.

๐Ÿ“… Expiry

Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if KLAC is at $1530. Use the 30d / 60d / 90d / 180d pills to compare different expiries.

๐Ÿ“Š Projected Return

P&L if KLAC hits $1530 by Jun 19
+$7,820
+126.5% on $6,180 risked
Max Profit
+$7,820
If the stock โ‰ค $1600 at expiry
Max Loss
โˆ’$6,180
Net debit
Break-even
$1678.20
-3.4% from spot
Prob. of Target Hit
57%
IV-implied, 67d (rough)
Net ฮ” / ฮ˜ / V
-13.5 / -7.39 / 14.6
per spread, per $1 move / day / vol pt
๐Ÿ’พ Log in to save ๐Ÿ“Š My Saved Strategies

๐Ÿ“‹ 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.
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.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โ‰ฅ 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.

๐Ÿ“Š P&L Scenarios โ€” what happens at different prices and dates

KLAC Price Today May 5 May 27 Jun 19 (exp)
$1390 (-20%) +$5,255 +$5,865 +$6,836 +$7,820
$1477 (-15%) +$4,096 +$4,615 +$5,606 +$7,820
$1530 (-12%) โ† target +$3,306 +$3,706 +$4,535 +$7,820
$1564 (-10%) +$2,790 +$3,095 +$3,756 +$7,820
$1650 (-5%) +$1,426 +$1,445 +$1,519 +$2,778
$1703 (-2%) +$617 +$458 +$149 -$2,433
$1737 (0%) โ† spot +$92 -$180 -$726 -$5,908
$1772 (+2%) -$417 -$793 -$1,547 -$6,180
$1824 (+5%) -$1,143 -$1,653 -$2,646 -$6,180
$1911 (+10%) -$2,232 -$2,896 -$4,078 -$6,180
$1998 (+15%) -$3,154 -$3,883 -$5,025 -$6,180
$2085 (+20%) -$3,908 -$4,626 -$5,590 -$6,180
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.