Target Price Playground
MTSI
$258.11
๐ข
MTSI IV: 57.1% โ LOW
(-31.8% vs 30d avg of 83.7%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $225 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $260 ยท Jun '26
Qty 1 ยท Premium $26.13 ยท ฮ -0.45
SHORT PUT ยท $235 ยท Jun '26
Qty 1 ยท Premium $14.42 ยท ฮ -0.3
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If MTSI hits $225 by Jun 19: the bear put spread returns +$1,329 (113.5%) on $1,171 risked, vs $-3,311 (-12.8%) for 100 shares on $25,811. Options give 8.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if MTSI is at $225. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if MTSI hits $225 by Jun 19
+$1,329
+113.5% on $1,171 risked
Max Profit
+$1,329
If the stock โค $235 at expiry
Max Loss
โ$1,171
Net debit
Break-even
$248.29
-3.8% from spot
Prob. of Target Hit
62%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-14.85 / -1.76 / 5.34
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
| MTSI Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $206 (-20%) | +$781 | +$878 | +$1,053 | +$1,329 |
| $219 (-15%) | +$596 | +$670 | +$823 | +$1,329 |
| $225 (-13%) โ target | +$511 | +$571 | +$700 | +$1,329 |
| $232 (-10%) | +$398 | +$436 | +$524 | +$1,329 |
| $245 (-5%) | +$197 | +$191 | +$188 | +$309 |
| $253 (-2%) | +$77 | +$45 | -$14 | -$466 |
| $258 (0%) โ spot | -$0 | -$49 | -$144 | -$982 |
| $263 (+2%) | -$76 | -$141 | -$268 | -$1,171 |
| $271 (+5%) | -$185 | -$271 | -$439 | -$1,171 |
| $284 (+10%) | -$353 | -$467 | -$676 | -$1,171 |
| $297 (+15%) | -$501 | -$632 | -$853 | -$1,171 |
| $310 (+20%) | -$630 | -$767 | -$976 | -$1,171 |
Uses MTSI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.