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 $12 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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $12 ยท Jul '26
Qty 1 ยท Premium $0.24 ยท ฮ -0.44
SHORT PUT ยท $12 ยท Jun '26
Qty 1 ยท Premium $0.06 ยท ฮ -0.17
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If SEMR hits $12 by Jun 19: the diagonal put spread returns +$29 (156.8%) on $19 risked, vs $-44 (-3.7%) for 100 shares on $1,194. Options give 42.4ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if SEMR is at $12. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if SEMR hits $12 by Jun 19
+$29
+156.8% on $19 risked
Max Profit
+$29
If the stock price is favorable
Max Loss
โ$19
Worst-case within chart range
Break-even
$11.90
-0.36% from spot
Prob. of Target Hit
46%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-27.19 / 0.01 / 1.11
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%) | +$27 | +$28 | +$28 | +$28 |
| $10 (-15%) | +$27 | +$28 | +$28 | +$28 |
| $11 (-10%) | +$26 | +$27 | +$28 | +$28 |
| $11 (-5%) | +$17 | +$19 | +$23 | +$29 |
| $12 (-4%) โ target | +$13 | +$15 | +$18 | +$30 |
| $12 (-2%) | +$7 | +$9 | +$11 | +$13 |
| $12 (0%) โ spot | +$1 | +$1 | +$1 | -$2 |
| $12 (+2%) | -$5 | -$6 | -$8 | -$11 |
| $13 (+5%) | -$12 | -$13 | -$15 | -$17 |
| $13 (+10%) | -$17 | -$17 | -$18 | -$18 |
| $14 (+15%) | -$18 | -$18 | -$18 | -$18 |
| $14 (+20%) | -$18 | -$18 | -$18 | -$18 |
Uses SEMR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.