Target Price Playground
KLAC
$1,737.28
๐ข
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 $1880 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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $1737.28 ยท ฮ 1.00
SHORT CALL ยท $1880 ยท Jun '26
Qty 1 ยท Premium $105.56 ยท ฮ 0.42
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $1880 by Jun 19: the covered call returns +$24,828 (15.2%) on $163,172 risked, vs +$14,272 (8.2%) for 100 shares on $173,728. Options give 1.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if KLAC is at $1880. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if KLAC hits $1880 by Jun 19
+$24,828
+15.2% on $163,172 risked
Max Profit
+$24,828
If the stock โฅ $1880 at expiry
Max Loss
โ$163,172
If stock โ $0 (minus premium received)
Break-even
$1631.72
-6.08% from spot
Prob. of Target Hit
70%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
58.07 / 120.64 / -306.84
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
| KLAC Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $1390 (-20%) | -$25,452 | -$24,681 | -$24,241 | -$24,190 |
| $1477 (-15%) | -$17,873 | -$16,640 | -$15,713 | -$15,503 |
| $1564 (-10%) | -$10,880 | -$9,121 | -$7,484 | -$6,817 |
| $1650 (-5%) | -$4,581 | -$2,310 | +$163 | +$1,870 |
| $1703 (-2%) | -$1,170 | +$1,372 | +$4,329 | +$7,081 |
| $1737 (0%) โ spot | +$947 | +$3,645 | +$6,890 | +$10,556 |
| $1772 (+2%) | +$2,936 | +$5,766 | +$9,260 | +$14,031 |
| $1824 (+5%) | +$5,680 | +$8,659 | +$12,430 | +$19,242 |
| $1880 (+8%) โ target | +$8,309 | +$11,382 | +$15,305 | +$24,828 |
| $1911 (+10%) | +$9,634 | +$12,728 | +$16,669 | +$24,828 |
| $1998 (+15%) | +$12,861 | +$15,910 | +$19,675 | +$24,828 |
| $2085 (+20%) | +$15,440 | +$18,314 | +$21,654 | +$24,828 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.