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 $295 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 $260 ยท Jun '26
Qty 1 ยท Premium $26.38 ยท ฮ 0.55
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If MTSI hits $295 by Jun 19: the long straddle returns $-1,750 (-33.3%) on $5,250 risked, vs +$3,689 (14.3%) for 100 shares on $25,811. Options give 2.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if MTSI is at $295. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if MTSI hits $295 by Jun 19
$-1,750
-33.3% on $5,250 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$5,250
Both premiums paid
Break-even
$207.50
-19.61% from spot
Prob. of Target Hit
58%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
10.47 / -38.65 / 87.47
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%) | +$1,135 | +$655 | +$221 | +$100 |
| $219 (-15%) | +$536 | -$103 | -$788 | -$1,190 |
| $232 (-10%) | +$144 | -$633 | -$1,563 | -$2,481 |
| $245 (-5%) | -$34 | -$913 | -$2,032 | -$3,771 |
| $253 (-2%) | -$39 | -$958 | -$2,151 | -$4,546 |
| $258 (0%) โ spot | -$1 | -$938 | -$2,160 | -$5,062 |
| $263 (+2%) | +$69 | -$879 | -$2,114 | -$4,924 |
| $271 (+5%) | +$232 | -$720 | -$1,946 | -$4,149 |
| $284 (+10%) | +$645 | -$281 | -$1,430 | -$2,859 |
| $295 (+14%) โ target | +$1,130 | +$250 | -$786 | -$1,751 |
| $310 (+20%) | +$1,934 | +$1,140 | +$284 | -$278 |
Uses MTSI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.