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 $97 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $110 ยท Jun '26
Qty 1 ยท Premium $13.01 ยท ฮ -0.42
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $97 by Jun 19: the long put returns $-1 (-0.1%) on $1,301 risked, vs $-1,344 (-12.2%) for 100 shares on $11,044.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if RMBS is at $97. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if RMBS hits $97 by Jun 19
$-1
-0.1% on $1,301 risked
Max Profit
+$9,699
If stock โ $0
Max Loss
โ$1,301
Premium paid
Break-even
$96.99
-12.18% from spot
Prob. of Target Hit
70%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-42.24 / -9.37 / 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%) | +$1,231 | +$1,089 | +$939 | +$864 |
| $94 (-15%) | +$865 | +$691 | +$486 | +$312 |
| $97 (-12%) โ target | +$675 | +$486 | +$252 | -$1 |
| $99 (-10%) | +$538 | +$338 | +$85 | -$241 |
| $105 (-5%) | +$251 | +$32 | -$255 | -$793 |
| $108 (-2%) | +$96 | -$130 | -$429 | -$1,124 |
| $110 (0%) โ spot | -$0 | -$229 | -$533 | -$1,301 |
| $113 (+2%) | -$91 | -$322 | -$627 | -$1,301 |
| $116 (+5%) | -$217 | -$449 | -$752 | -$1,301 |
| $121 (+10%) | -$402 | -$629 | -$918 | -$1,301 |
| $127 (+15%) | -$559 | -$777 | -$1,040 | -$1,301 |
| $133 (+20%) | -$691 | -$895 | -$1,127 | -$1,301 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.