Target Price Playground
RMBS
$110.44
๐ข
RMBS IV: 70.7% โ LOW
(-16.4% vs 30d avg of 84.5%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $125 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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $110 ยท Jun '26
Qty 1 ยท Premium $14.35 ยท ฮ 0.58
SHORT CALL ยท $120 ยท Jun '26
Qty 1 ยท Premium $10.4 ยท ฮ 0.47
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $125 by Jun 19: the bull call spread returns +$605 (153.1%) on $395 risked, vs +$1,456 (13.2%) for 100 shares on $11,044. Options give 11.6ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if RMBS is at $125. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if RMBS hits $125 by Jun 19
+$605
+153.1% on $395 risked
Max Profit
+$605
If the stock โฅ $120 at expiry
Max Loss
โ$395
Net debit
Break-even
$113.95
+3.18% from spot
Prob. of Target Hit
67%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.02 / 0.06 / -0.3
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
| RMBS Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $88 (-20%) | -$230 | -$266 | -$328 | -$395 |
| $94 (-15%) | -$178 | -$210 | -$274 | -$395 |
| $99 (-10%) | -$121 | -$145 | -$201 | -$395 |
| $105 (-5%) | -$61 | -$74 | -$111 | -$395 |
| $108 (-2%) | -$24 | -$30 | -$52 | -$395 |
| $110 (0%) โ spot | +$0 | -$0 | -$11 | -$351 |
| $113 (+2%) | +$24 | +$29 | +$30 | -$130 |
| $116 (+5%) | +$60 | +$73 | +$92 | +$201 |
| $121 (+10%) | +$119 | +$145 | +$191 | +$605 |
| $125 (+13%) โ target | +$155 | +$188 | +$250 | +$605 |
| $127 (+15%) | +$174 | +$212 | +$281 | +$605 |
| $133 (+20%) | +$226 | +$273 | +$358 | +$605 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.