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 + buy put as insurance against downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $11.94 ยท ฮ 1.00
LONG PUT ยท $12 ยท Jun '26
Qty 1 ยท Premium $0.06 ยท ฮ -0.17
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If SEMR hits $13 by Jun 19: the protective put returns +$100 (8.4%) on $1,200 risked, vs +$106 (8.9%) for 100 shares on $1,194. Options give 0.9ร 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
+$100
+8.4% on $1,200 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$50
Put floors you at $12
Break-even
$12.00
+0.46% from spot
Prob. of Target Hit
7%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
82.88 / -0.09 / 1.3
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%) | -$59 | -$56 | -$53 | -$50 |
| $10 (-15%) | -$59 | -$56 | -$53 | -$50 |
| $11 (-10%) | -$56 | -$55 | -$53 | -$50 |
| $11 (-5%) | -$40 | -$42 | -$45 | -$50 |
| $12 (-2%) | -$19 | -$22 | -$25 | -$30 |
| $12 (0%) โ spot | -$0 | -$2 | -$5 | -$6 |
| $12 (+2%) | +$21 | +$19 | +$18 | +$18 |
| $13 (+5%) | +$55 | +$54 | +$54 | +$54 |
| $13 (+9%) โ target | +$100 | +$100 | +$100 | +$100 |
| $13 (+10%) | +$113 | +$113 | +$113 | +$113 |
| $14 (+15%) | +$173 | +$173 | +$173 | +$173 |
| $14 (+20%) | +$233 | +$233 | +$233 | +$233 |
Uses SEMR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.