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 $1530 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $1740 ยท Jun '26
Qty 1 ยท Premium $154.6 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $1530 by Jun 19: the long put returns +$5,540 (35.8%) on $15,460 risked, vs $-20,728 (-11.9%) for 100 shares on $173,728. Options give 3.0ร capital efficiency.
๐ 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.
๐ Projected Return
P&L if KLAC hits $1530 by Jun 19
+$5,540
+35.8% on $15,460 risked
Max Profit
+$158,540
If stock โ $0
Max Loss
โ$15,460
Premium paid
Break-even
$1585.40
-8.74% from spot
Prob. of Target Hit
57%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-44.19 / -114.97 / 292.2
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%) | +$20,710 | +$19,901 | +$19,343 | +$19,558 |
| $1477 (-15%) | +$13,934 | +$12,595 | +$11,270 | +$10,871 |
| $1530 (-12%) โ target | +$10,159 | +$8,511 | +$6,669 | +$5,540 |
| $1564 (-10%) | +$7,944 | +$6,120 | +$3,962 | +$2,185 |
| $1650 (-5%) | +$2,803 | +$618 | -$2,210 | -$6,502 |
| $1703 (-2%) | +$132 | -$2,188 | -$5,261 | -$11,713 |
| $1737 (0%) โ spot | -$1,482 | -$3,854 | -$7,011 | -$15,188 |
| $1772 (+2%) | -$2,965 | -$5,361 | -$8,538 | -$15,460 |
| $1824 (+5%) | -$4,957 | -$7,337 | -$10,432 | -$15,460 |
| $1911 (+10%) | -$7,703 | -$9,939 | -$12,665 | -$15,460 |
| $1998 (+15%) | -$9,822 | -$11,810 | -$14,005 | -$15,460 |
| $2085 (+20%) | -$11,422 | -$13,108 | -$14,748 | -$15,460 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.