Target Price Playground
AAOI
$150.60
๐ข
AAOI IV: 117.5% โ LOW
(-27.5% vs 30d avg of 162.2%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $145 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 $150 ยท Jul '26
Qty 1 ยท Premium $38.99 ยท ฮ -0.35
SHORT PUT ยท $145 ยท Jun '26
Qty 1 ยท Premium $32.5 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If AAOI hits $145 by Jun 19: the diagonal put spread returns +$1,772 (273.1%) on $649 risked, vs $-560 (-3.7%) for 100 shares on $15,060. Options give 73.8ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if AAOI is at $145. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AAOI hits $145 by Jun 19
+$1,772
+273.1% on $649 risked
Max Profit
+$1,770
If the stock price is favorable
Max Loss
โ$229
Worst-case within chart range
Break-even
$
None% from spot
Prob. of Target Hit
94%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-0.54 / 4.59 / 4.72
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
| AAOI Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $120 (-20%) | +$168 | +$252 | +$392 | +$548 |
| $128 (-15%) | +$182 | +$276 | +$441 | +$819 |
| $136 (-10%) | +$191 | +$290 | +$474 | +$1,138 |
| $143 (-5%) | +$194 | +$297 | +$489 | +$1,505 |
| $145 (-4%) โ target | +$195 | +$298 | +$490 | +$1,607 |
| $148 (-2%) | +$194 | +$297 | +$490 | +$1,489 |
| $151 (0%) โ spot | +$194 | +$296 | +$488 | +$1,358 |
| $154 (+2%) | +$192 | +$294 | +$483 | +$1,234 |
| $158 (+5%) | +$189 | +$288 | +$472 | +$1,060 |
| $166 (+10%) | +$180 | +$275 | +$443 | +$802 |
| $173 (+15%) | +$168 | +$256 | +$404 | +$578 |
| $181 (+20%) | +$154 | +$233 | +$357 | +$387 |
Uses AAOI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.