Target Price Playground
RMBS
$110.44
๐ข
RMBS IV: 70.0% โ LOW
(-17.2% 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, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $110.44 ยท ฮ 1.00
SHORT CALL ยท $120 ยท Jun '26
Qty 1 ยท Premium $10.4 ยท ฮ 0.47
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If RMBS hits $120 by Jun 19: the covered call returns +$1,996 (20.0%) on $10,004 risked, vs +$956 (8.7%) for 100 shares on $11,044. Options give 2.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if RMBS is at $120. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if RMBS hits $120 by Jun 19
+$1,996
+20.0% on $10,004 risked
Max Profit
+$1,996
If the stock โฅ $120 at expiry
Max Loss
โ$10,004
If stock โ $0 (minus premium received)
Break-even
$100.04
-9.42% from spot
Prob. of Target Hit
78%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
53.26 / 10.78 / -18.81
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%) | -$1,461 | -$1,325 | -$1,208 | -$1,169 |
| $94 (-15%) | -$1,043 | -$872 | -$701 | -$617 |
| $99 (-10%) | -$659 | -$454 | -$227 | -$64 |
| $105 (-5%) | -$312 | -$77 | +$202 | +$488 |
| $108 (-2%) | -$121 | +$129 | +$436 | +$819 |
| $110 (0%) โ spot | -$0 | +$258 | +$581 | +$1,040 |
| $113 (+2%) | +$115 | +$380 | +$716 | +$1,261 |
| $116 (+5%) | +$277 | +$551 | +$903 | +$1,592 |
| $120 (+9%) โ target | +$458 | +$740 | +$1,102 | +$1,996 |
| $121 (+10%) | +$520 | +$803 | +$1,168 | +$1,996 |
| $127 (+15%) | +$733 | +$1,018 | +$1,380 | +$1,996 |
| $133 (+20%) | +$916 | +$1,197 | +$1,544 | +$1,996 |
Uses RMBS's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.