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 $2000 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 $1740 ยท Jun '26
Qty 1 ยท Premium $162.8 ยท ฮ 0.56
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If KLAC hits $2000 by Jun 19: the long straddle returns $-5,740 (-18.1%) on $31,740 risked, vs +$26,272 (15.1%) for 100 shares on $173,728. Options give 1.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if KLAC is at $2000. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if KLAC hits $2000 by Jun 19
$-5,740
-18.1% on $31,740 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$31,740
Both premiums paid
Break-even
$1422.60
-18.11% from spot
Prob. of Target Hit
47%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.86 / -242.3 / 584.35
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%) | +$7,013 | +$4,926 | +$3,340 | +$3,278 |
| $1477 (-15%) | +$2,148 | -$998 | -$4,118 | -$5,409 |
| $1564 (-10%) | -$1,146 | -$5,263 | -$10,048 | -$14,095 |
| $1650 (-5%) | -$2,740 | -$7,579 | -$13,705 | -$22,782 |
| $1703 (-2%) | -$2,872 | -$7,979 | -$14,596 | -$27,993 |
| $1737 (0%) โ spot | -$2,624 | -$7,837 | -$14,622 | -$31,468 |
| $1772 (+2%) | -$2,116 | -$7,377 | -$14,201 | -$28,537 |
| $1824 (+5%) | -$888 | -$6,117 | -$12,778 | -$23,326 |
| $1911 (+10%) | +$2,307 | -$2,635 | -$8,557 | -$14,639 |
| $2000 (+15%) โ target | +$6,878 | +$2,446 | -$2,386 | -$5,740 |
| $2085 (+20%) | +$12,242 | +$8,400 | +$4,651 | +$2,734 |
Uses KLAC's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.