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 $285 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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $258.11 ยท ฮ 1.00
LONG PUT ยท $245 ยท Jun '26
Qty 1 ยท Premium $18.63 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If MTSI hits $285 by Jun 19: the protective put returns +$826 (3.0%) on $27,674 risked, vs +$2,689 (10.4%) for 100 shares on $25,811. Options give 0.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if MTSI is at $285. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if MTSI hits $285 by Jun 19
+$826
+3.0% on $27,674 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$3,174
Put floors you at $245
Break-even
$276.74
+7.22% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
64.21 / -17.02 / 41.29
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%) | -$2,469 | -$2,736 | -$3,023 | -$3,174 |
| $219 (-15%) | -$2,019 | -$2,354 | -$2,763 | -$3,174 |
| $232 (-10%) | -$1,455 | -$1,840 | -$2,341 | -$3,174 |
| $245 (-5%) | -$779 | -$1,191 | -$1,736 | -$3,154 |
| $253 (-2%) | -$323 | -$739 | -$1,287 | -$2,379 |
| $258 (0%) โ spot | +$0 | -$414 | -$953 | -$1,863 |
| $263 (+2%) | +$339 | -$70 | -$595 | -$1,347 |
| $271 (+5%) | +$875 | +$477 | -$15 | -$572 |
| $285 (+10%) โ target | +$1,913 | +$1,551 | +$1,138 | +$826 |
| $297 (+15%) | +$2,856 | +$2,531 | +$2,193 | +$2,009 |
| $310 (+20%) | +$3,939 | +$3,659 | +$3,398 | +$3,299 |
Uses MTSI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.