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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $11.94 ยท ฮ 1.00
SHORT CALL ยท $13 ยท Jun '26
Qty 1 ยท Premium $0.02 ยท ฮ 0.06
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If SEMR hits $13 by Jun 19: the covered call returns +$108 (9.0%) on $1,192 risked, vs +$106 (8.9%) for 100 shares on $1,194. Options give 1.0ร capital efficiency.
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
+$108
+9.0% on $1,192 risked
Max Profit
+$108
If the stock โฅ $13 at expiry
Max Loss
โ$1,192
If stock โ $0 (minus premium received)
Break-even
$11.92
-0.13% from spot
Prob. of Target Hit
7%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
93.64 / 0.06 / -0.64
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%) | -$237 | -$237 | -$237 | -$237 |
| $10 (-15%) | -$177 | -$177 | -$177 | -$177 |
| $11 (-10%) | -$117 | -$117 | -$117 | -$117 |
| $11 (-5%) | -$58 | -$58 | -$58 | -$58 |
| $12 (-2%) | -$23 | -$22 | -$22 | -$22 |
| $12 (0%) โ spot | +$0 | +$2 | +$2 | +$2 |
| $12 (+2%) | +$22 | +$24 | +$26 | +$26 |
| $13 (+5%) | +$51 | +$55 | +$60 | +$62 |
| $13 (+9%) โ target | +$77 | +$83 | +$91 | +$108 |
| $13 (+10%) | +$82 | +$88 | +$96 | +$108 |
| $14 (+15%) | +$94 | +$99 | +$104 | +$108 |
| $14 (+20%) | +$97 | +$101 | +$104 | +$108 |
Uses SEMR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.