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
Bet on big move in either direction. Two premiums 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
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $125 by Jun 19: the long straddle returns $-1,236 (-45.2%) on $2,736 risked, vs +$1,456 (13.2%) for 100 shares on $11,044. Options give 3.4ร 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
$-1,236
-45.2% on $2,736 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$2,736
Both premiums paid
Break-even
$137.36
+24.38% from spot
Prob. of Target Hit
67%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
15.52 / -20.09 / 37.04
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%) | +$253 | -$61 | -$391 | -$571 |
| $94 (-15%) | +$74 | -$304 | -$744 | -$1,123 |
| $99 (-10%) | -$27 | -$457 | -$992 | -$1,676 |
| $105 (-5%) | -$50 | -$517 | -$1,120 | -$2,228 |
| $108 (-2%) | -$29 | -$510 | -$1,137 | -$2,559 |
| $110 (0%) โ spot | -$0 | -$488 | -$1,124 | -$2,692 |
| $113 (+2%) | +$40 | -$452 | -$1,092 | -$2,471 |
| $116 (+5%) | +$119 | -$374 | -$1,010 | -$2,140 |
| $121 (+10%) | +$301 | -$184 | -$791 | -$1,588 |
| $125 (+13%) โ target | +$447 | -$27 | -$604 | -$1,236 |
| $127 (+15%) | +$540 | +$74 | -$483 | -$1,035 |
| $133 (+20%) | +$828 | +$390 | -$104 | -$483 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.