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 $120 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
Own stock + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $110.44 ยท ฮ 1.00
LONG PUT ยท $105 ยท Jun '26
Qty 1 ยท Premium $10.44 ยท ฮ -0.37
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $120 by Jun 19: the protective put returns $-88 (-0.7%) on $12,088 risked, vs +$956 (8.7%) for 100 shares on $11,044. Options give 0.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if RMBS is at $120. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if RMBS hits $120 by Jun 19
$-88
-0.7% on $12,088 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$1,588
Put floors you at $105
Break-even
$120.88
+9.45% from spot
Prob. of Target Hit
78%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
63.47 / -9.09 / 17.79
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%) | -$1,106 | -$1,265 | -$1,449 | -$1,588 |
| $94 (-15%) | -$888 | -$1,075 | -$1,309 | -$1,588 |
| $99 (-10%) | -$630 | -$837 | -$1,107 | -$1,588 |
| $105 (-5%) | -$333 | -$551 | -$840 | -$1,588 |
| $108 (-2%) | -$137 | -$358 | -$650 | -$1,265 |
| $110 (0%) โ spot | +$0 | -$221 | -$511 | -$1,044 |
| $113 (+2%) | +$143 | -$78 | -$363 | -$823 |
| $116 (+5%) | +$366 | +$149 | -$126 | -$492 |
| $120 (+9%) โ target | +$653 | +$443 | +$185 | -$88 |
| $121 (+10%) | +$762 | +$554 | +$304 | +$60 |
| $127 (+15%) | +$1,185 | +$991 | +$772 | +$613 |
| $133 (+20%) | +$1,629 | +$1,452 | +$1,267 | +$1,165 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.