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 $13 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
Sell OTM put for premium; get assigned if price drops.
๐ฏ Target
67d from today
โ๏ธ Legs
SHORT PUT ยท $11 ยท Jun '26
Qty 1 ยท Premium $0.01 ยท ฮ -0.03
P&L at Expiry
Stock (100 sh)
Cash-Secured Put
Now
Target
๐ก Stock vs Options at Target
If SEMR hits $13 by Jun 19: the cash-secured put returns +$1 (0.1%) on $-1 credit (max loss $1,099), vs +$56 (4.7%) for 100 shares on $1,194.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if SEMR is at $13. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if SEMR hits $13 by Jun 19
+$1
+0.1% on $1,099 max loss
Max Profit
+$1
If the stock โฅ $11 at expiry
Max Loss
โ$1,099
If stock โ $0 after assignment
Break-even
$11.03
-7.63% from spot
Prob. of Target Hit
34%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
3.24 / 0.03 / -0.37
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%) | -$135 | -$138 | -$141 | -$144 |
| $10 (-15%) | -$77 | -$78 | -$81 | -$84 |
| $11 (-10%) | -$29 | -$28 | -$25 | -$24 |
| $11 (-5%) | -$6 | -$4 | -$1 | +$1 |
| $12 (-2%) | -$1 | +$0 | +$1 | +$1 |
| $12 (0%) โ spot | +$0 | +$1 | +$1 | +$1 |
| $12 (+2%) | +$1 | +$1 | +$1 | +$1 |
| $13 (+5%) โ target | +$1 | +$1 | +$1 | +$1 |
| $13 (+10%) | +$1 | +$1 | +$1 | +$1 |
| $14 (+15%) | +$1 | +$1 | +$1 | +$1 |
| $14 (+20%) | +$1 | +$1 | +$1 | +$1 |
Uses SEMR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.