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 $105 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $110 ยท Jul '26
Qty 1 ยท Premium $15.38 ยท ฮ -0.41
SHORT PUT ยท $105 ยท Jun '26
Qty 1 ยท Premium $10.44 ยท ฮ -0.37
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $105 by Jun 19: the diagonal put spread returns +$623 (126.3%) on $493 risked, vs $-544 (-4.9%) for 100 shares on $11,044. Options give 25.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if RMBS is at $105. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if RMBS hits $105 by Jun 19
+$623
+126.3% on $493 risked
Max Profit
+$607
If the stock price is favorable
Max Loss
โ$386
Worst-case within chart range
Break-even
$120.16
+8.8% from spot
Prob. of Target Hit
88%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-4.42 / 1.4 / 4.11
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%) | +$52 | +$86 | +$131 | +$114 |
| $94 (-15%) | +$48 | +$89 | +$156 | +$230 |
| $99 (-10%) | +$38 | +$82 | +$162 | +$397 |
| $105 (-5%) โ target | +$21 | +$65 | +$147 | +$622 |
| $108 (-2%) | +$9 | +$50 | +$129 | +$456 |
| $110 (0%) โ spot | -$1 | +$39 | +$112 | +$354 |
| $113 (+2%) | -$11 | +$26 | +$93 | +$259 |
| $116 (+5%) | -$27 | +$5 | +$61 | +$134 |
| $121 (+10%) | -$57 | -$34 | -$0 | -$38 |
| $127 (+15%) | -$88 | -$76 | -$66 | -$169 |
| $133 (+20%) | -$121 | -$119 | -$131 | -$265 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.