Target Price Playground
SEMR
$11.94
๐ข
SEMR IV: 8.2% โ LOW
(-89.6% vs 30d avg of 79.5%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $11 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $12 ยท Jun '26
Qty 1 ยท Premium $0.22 ยท ฮ -0.46
SHORT PUT ยท $11 ยท Jun '26
Qty 1 ยท Premium $0.01 ยท ฮ -0.03
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If SEMR hits $11 by Jun 19: the bear put spread returns +$79 (378.3%) on $21 risked, vs $-144 (-12.1%) for 100 shares on $1,194. Options give 31.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if SEMR is at $11. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if SEMR hits $11 by Jun 19
+$79
+378.3% on $21 risked
Max Profit
+$79
If the stock โค $11 at expiry
Max Loss
โ$21
Net debit
Break-even
$11.79
-1.25% from spot
Prob. of Target Hit
1%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-43.16 / -0.08 / 1.66
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
| SEMR Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $10 (-20%) | +$78 | +$78 | +$79 | +$79 |
| $10 (-15%) | +$77 | +$78 | +$79 | +$79 |
| $11 (-12%) โ target | +$72 | +$75 | +$78 | +$79 |
| $11 (-10%) | +$64 | +$69 | +$74 | +$79 |
| $11 (-5%) | +$33 | +$36 | +$40 | +$45 |
| $12 (-2%) | +$12 | +$11 | +$10 | +$9 |
| $12 (0%) โ spot | -$0 | -$2 | -$6 | -$15 |
| $12 (+2%) | -$9 | -$11 | -$15 | -$21 |
| $13 (+5%) | -$17 | -$18 | -$20 | -$21 |
| $13 (+10%) | -$20 | -$21 | -$21 | -$21 |
| $14 (+15%) | -$21 | -$21 | -$21 | -$21 |
| $14 (+20%) | -$21 | -$21 | -$21 | -$21 |
Uses SEMR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.