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 $14 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
Bet on big move in either direction. Two premiums paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $12 ยท Jun '26
Qty 1 ยท Premium $0.26 ยท ฮ 0.54
LONG PUT ยท $12 ยท Jun '26
Qty 1 ยท Premium $0.22 ยท ฮ -0.46
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If SEMR hits $14 by Jun 19: the long straddle returns +$103 (217.7%) on $47 risked, vs +$156 (13.1%) for 100 shares on $1,194. Options give 16.6ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if SEMR is at $14. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if SEMR hits $14 by Jun 19
+$103
+217.7% on $47 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$47
Both premiums paid
Break-even
$11.53
-3.45% from spot
Prob. of Target Hit
1%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
7.2 / -0.36 / 4.07
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%) | +$187 | +$190 | +$194 | +$197 |
| $10 (-15%) | +$127 | +$130 | +$134 | +$137 |
| $11 (-10%) | +$68 | +$71 | +$74 | +$77 |
| $11 (-5%) | +$18 | +$16 | +$15 | +$18 |
| $12 (-2%) | +$1 | -$5 | -$13 | -$18 |
| $12 (0%) โ spot | -$1 | -$9 | -$20 | -$42 |
| $12 (+2%) | +$5 | -$4 | -$15 | -$30 |
| $13 (+5%) | +$25 | +$18 | +$11 | +$6 |
| $13 (+10%) | +$76 | +$72 | +$68 | +$65 |
| $14 (+13%) โ target | +$112 | +$109 | +$105 | +$102 |
| $14 (+15%) | +$135 | +$132 | +$128 | +$125 |
| $14 (+20%) | +$195 | +$192 | +$188 | +$185 |
Uses SEMR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.