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 $280 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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $258.11 ยท ฮ 1.00
SHORT CALL ยท $280 ยท Jun '26
Qty 1 ยท Premium $18.57 ยท ฮ 0.44
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If MTSI hits $280 by Jun 19: the covered call returns +$4,046 (16.9%) on $23,954 risked, vs +$2,189 (8.5%) for 100 shares on $25,811. Options give 2.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if MTSI is at $280. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if MTSI hits $280 by Jun 19
+$4,046
+16.9% on $23,954 risked
Max Profit
+$4,046
If the stock โฅ $280 at expiry
Max Loss
โ$23,954
If stock โ $0 (minus premium received)
Break-even
$239.54
-7.19% from spot
Prob. of Target Hit
74%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
56.28 / 20.57 / -43.57
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%) | -$3,677 | -$3,478 | -$3,334 | -$3,305 |
| $219 (-15%) | -$2,621 | -$2,344 | -$2,099 | -$2,015 |
| $232 (-10%) | -$1,651 | -$1,293 | -$926 | -$724 |
| $245 (-5%) | -$776 | -$345 | +$148 | +$566 |
| $253 (-2%) | -$298 | +$171 | +$732 | +$1,341 |
| $258 (0%) โ spot | +$0 | +$490 | +$1,092 | +$1,857 |
| $263 (+2%) | +$283 | +$791 | +$1,427 | +$2,373 |
| $271 (+5%) | +$678 | +$1,207 | +$1,882 | +$3,148 |
| $280 (+8%) โ target | +$1,092 | +$1,637 | +$2,336 | +$4,046 |
| $284 (+10%) | +$1,259 | +$1,808 | +$2,510 | +$4,046 |
| $297 (+15%) | +$1,751 | +$2,299 | +$2,986 | +$4,046 |
| $310 (+20%) | +$2,162 | +$2,692 | +$3,330 | +$4,046 |
Uses MTSI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.