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
Bullish. Unlimited upside, capped loss = premium paid.
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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $125 by Jun 19: the long call returns +$65 (4.5%) on $1,435 risked, vs +$1,456 (13.2%) for 100 shares on $11,044. Options give 0.3ร 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
+$65
+4.5% on $1,435 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$1,435
Premium paid
Break-even
$124.35
+12.6% from spot
Prob. of Target Hit
67%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
57.76 / -10.72 / 18.52
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%) | -$978 | -$1,149 | -$1,329 | -$1,435 |
| $94 (-15%) | -$791 | -$995 | -$1,230 | -$1,435 |
| $99 (-10%) | -$565 | -$795 | -$1,078 | -$1,435 |
| $105 (-5%) | -$301 | -$549 | -$866 | -$1,435 |
| $108 (-2%) | -$125 | -$380 | -$709 | -$1,435 |
| $110 (0%) โ spot | +$0 | -$259 | -$592 | -$1,391 |
| $113 (+2%) | +$131 | -$130 | -$465 | -$1,170 |
| $116 (+5%) | +$336 | +$74 | -$259 | -$839 |
| $121 (+10%) | +$703 | +$445 | +$127 | -$287 |
| $125 (+13%) โ target | +$952 | +$700 | +$397 | +$65 |
| $127 (+15%) | +$1,099 | +$851 | +$558 | +$266 |
| $133 (+20%) | +$1,519 | +$1,285 | +$1,023 | +$818 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.