Target Price Playground
๐ Strategy
๐ฏ Target
โ๏ธ Legs
๐ก Stock vs Options at Target
If MTSI hits $270 by Jun 19: the cash-secured put returns +$1,442 (6.5%) on $-1,442 credit (max loss $22,058), vs +$1,189 (4.6%) for 100 shares on $25,811. Options give 1.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if MTSI is at $270. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
๐ Notes for each mode (not shown on real page)
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
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%) | -$2,367 | -$2,065 | -$1,708 | -$1,409 |
| $219 (-15%) | -$1,608 | -$1,249 | -$789 | -$119 |
| $232 (-10%) | -$964 | -$574 | -$56 | +$1,172 |
| $245 (-5%) | -$432 | -$34 | +$488 | +$1,442 |
| $253 (-2%) | -$161 | +$231 | +$733 | +$1,442 |
| $258 (0%) โ spot | +$0 | +$385 | +$865 | +$1,442 |
| $263 (+2%) | +$148 | +$522 | +$977 | +$1,442 |
| $270 (+5%) โ target | +$320 | +$678 | +$1,095 | +$1,442 |
| $284 (+10%) | +$615 | +$929 | +$1,259 | +$1,442 |
| $297 (+15%) | +$824 | +$1,094 | +$1,345 | +$1,442 |
| $310 (+20%) | +$984 | +$1,209 | +$1,393 | +$1,442 |