Target Price Playground
RBRK
$43.81
๐ข
RBRK IV: 72.5% โ LOW
(-31.8% vs 30d avg of 106.3%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $47 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
@ $43.81 ยท ฮ 1.00
SHORT CALL ยท $47 ยท Jun '26
Qty 1 ยท Premium $4.45 ยท ฮ 0.49
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If RBRK hits $47 by Jun 19: the covered call returns +$764 (19.4%) on $3,936 risked, vs +$319 (7.3%) for 100 shares on $4,381. 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 RBRK is at $47. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if RBRK hits $47 by Jun 19
+$764
+19.4% on $3,936 risked
Max Profit
+$764
If the stock โฅ $47 at expiry
Max Loss
โ$3,936
If stock โ $0 (minus premium received)
Break-even
$39.36
-10.16% from spot
Prob. of Target Hit
82%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
51.36 / 4.38 / -7.48
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
| RBRK Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $35 (-20%) | -$562 | -$504 | -$451 | -$431 |
| $37 (-15%) | -$400 | -$328 | -$253 | -$212 |
| $39 (-10%) | -$253 | -$167 | -$70 | +$7 |
| $42 (-5%) | -$119 | -$23 | +$94 | +$226 |
| $43 (-2%) | -$46 | +$56 | +$183 | +$357 |
| $44 (0%) โ spot | +$0 | +$105 | +$238 | +$445 |
| $45 (+2%) | +$44 | +$152 | +$289 | +$533 |
| $46 (+5%) | +$106 | +$217 | +$359 | +$664 |
| $47 (+7%) โ target | +$150 | +$262 | +$407 | +$764 |
| $48 (+10%) | +$199 | +$312 | +$458 | +$764 |
| $50 (+15%) | +$280 | +$393 | +$537 | +$764 |
| $53 (+20%) | +$350 | +$461 | +$597 | +$764 |
Uses RBRK's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.