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 $135 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
Bearish. Max profit if underlying crashes, capped loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $150 ยท Jun '26
Qty 1 ยท Premium $35.3 ยท ฮ -0.37
P&L at Expiry
Stock (100 sh)
Long Put
Now
Target
๐ก Stock vs Options at Target
If AAOI hits $135 by Jun 19: the long put returns $-2,030 (-57.5%) on $3,530 risked, vs $-1,560 (-10.4%) for 100 shares on $15,060. Options give 5.5ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if AAOI is at $135. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AAOI hits $135 by Jun 19
$-2,030
-57.5% on $3,530 risked
Max Profit
+$11,470
If stock โ $0
Max Loss
โ$3,530
Premium paid
Break-even
$114.70
-23.84% from spot
Prob. of Target Hit
85%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-36.55 / -25.69 / 24.73
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%) | +$939 | +$513 | -$12 | -$578 |
| $128 (-15%) | +$541 | +$78 | -$515 | -$1,331 |
| $135 (-10%) โ target | +$202 | -$290 | -$934 | -$2,030 |
| $143 (-5%) | -$156 | -$675 | -$1,362 | -$2,837 |
| $148 (-2%) | -$342 | -$872 | -$1,576 | -$3,289 |
| $151 (0%) โ spot | -$460 | -$997 | -$1,709 | -$3,530 |
| $154 (+2%) | -$574 | -$1,116 | -$1,835 | -$3,530 |
| $158 (+5%) | -$737 | -$1,285 | -$2,009 | -$3,530 |
| $166 (+10%) | -$990 | -$1,543 | -$2,267 | -$3,530 |
| $173 (+15%) | -$1,219 | -$1,773 | -$2,485 | -$3,530 |
| $181 (+20%) | -$1,428 | -$1,978 | -$2,669 | -$3,530 |
Uses AAOI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.