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 $170 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 shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $150.6 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If AAOI hits $170 by Jun 19: the long stock returns +$1,940 (12.9%) on $15,060 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if AAOI hits $170 by Jun 19
+$1,940
+12.9% on $15,060 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$15,060
If stock โ $0
Break-even
$150.60
+0.0% from spot
Prob. of Target Hit
81%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 13 | Jun 12 (exp) |
|---|---|---|---|
| $120 (-20%) | -$3,012 | -$3,012 | -$3,012 |
| $128 (-15%) | -$2,259 | -$2,259 | -$2,259 |
| $136 (-10%) | -$1,506 | -$1,506 | -$1,506 |
| $143 (-5%) | -$753 | -$753 | -$753 |
| $148 (-2%) | -$301 | -$301 | -$301 |
| $151 (0%) โ spot | +$0 | +$0 | +$0 |
| $154 (+2%) | +$301 | +$301 | +$301 |
| $158 (+5%) | +$753 | +$753 | +$753 |
| $166 (+10%) | +$1,506 | +$1,506 | +$1,506 |
| $170 (+13%) โ target | +$1,940 | +$1,940 | +$1,940 |
| $173 (+15%) | +$2,259 | +$2,259 | +$2,259 |
| $181 (+20%) | +$3,012 | +$3,012 | +$3,012 |
Uses AAOI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.