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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $110.44 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $125 by Jun 19: the long stock returns +$1,456 (13.2%) on $11,044 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if RMBS hits $125 by Jun 19
+$1,456
+13.2% on $11,044 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$11,044
If stock โ $0
Break-even
$110.44
+0.0% from spot
Prob. of Target Hit
67%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 13 | Jun 12 (exp) |
|---|---|---|---|
| $88 (-20%) | -$2,209 | -$2,209 | -$2,209 |
| $94 (-15%) | -$1,657 | -$1,657 | -$1,657 |
| $99 (-10%) | -$1,104 | -$1,104 | -$1,104 |
| $105 (-5%) | -$552 | -$552 | -$552 |
| $108 (-2%) | -$221 | -$221 | -$221 |
| $110 (0%) โ spot | +$0 | +$0 | +$0 |
| $113 (+2%) | +$221 | +$221 | +$221 |
| $116 (+5%) | +$552 | +$552 | +$552 |
| $121 (+10%) | +$1,104 | +$1,104 | +$1,104 |
| $125 (+13%) โ target | +$1,456 | +$1,456 | +$1,456 |
| $127 (+15%) | +$1,657 | +$1,657 | +$1,657 |
| $133 (+20%) | +$2,209 | +$2,209 | +$2,209 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.