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
Bearish. Max profit if underlying crashes, capped 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
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If MTSI hits $225 by Jun 19: the long put returns +$887 (34.0%) on $2,613 risked, vs $-3,311 (-12.8%) for 100 shares on $25,811. Options give 2.7ร 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
+$887
+34.0% on $2,613 risked
Max Profit
+$23,387
If stock โ $0
Max Loss
โ$2,613
Premium paid
Break-even
$233.87
-9.39% from spot
Prob. of Target Hit
62%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-44.76 / -17.74 / 43.74
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%) | +$3,149 | +$2,943 | +$2,762 | +$2,738 |
| $219 (-15%) | +$2,204 | +$1,920 | +$1,612 | +$1,448 |
| $225 (-13%) โ target | +$1,825 | +$1,509 | +$1,147 | +$887 |
| $232 (-10%) | +$1,362 | +$1,009 | +$579 | +$157 |
| $245 (-5%) | +$629 | +$224 | -$300 | -$1,133 |
| $253 (-2%) | +$239 | -$186 | -$747 | -$1,908 |
| $258 (0%) โ spot | -$0 | -$434 | -$1,010 | -$2,424 |
| $263 (+2%) | -$223 | -$663 | -$1,245 | -$2,613 |
| $271 (+5%) | -$530 | -$971 | -$1,549 | -$2,613 |
| $284 (+10%) | -$968 | -$1,396 | -$1,935 | -$2,613 |
| $297 (+15%) | -$1,326 | -$1,726 | -$2,199 | -$2,613 |
| $310 (+20%) | -$1,614 | -$1,976 | -$2,369 | -$2,613 |
Uses MTSI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.