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 $165 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
@ $150.6 ยท ฮ 1.00
LONG PUT ยท $145 ยท Jun '26
Qty 1 ยท Premium $32.5 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If AAOI hits $165 by Jun 19: the protective put returns $-1,810 (-9.9%) on $18,310 risked, vs +$1,440 (9.6%) for 100 shares on $15,060. Options give 1.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if AAOI is at $165. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AAOI hits $165 by Jun 19
$-1,810
-9.9% on $18,310 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$3,810
Put floors you at $145
Break-even
$183.10
+21.58% from spot
Prob. of Target Hit
86%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
65.39 / -24.51 / 24.33
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%) | -$2,158 | -$2,591 | -$3,135 | -$3,810 |
| $128 (-15%) | -$1,783 | -$2,250 | -$2,855 | -$3,810 |
| $136 (-10%) | -$1,376 | -$1,869 | -$2,520 | -$3,810 |
| $143 (-5%) | -$937 | -$1,451 | -$2,133 | -$3,810 |
| $148 (-2%) | -$660 | -$1,182 | -$1,875 | -$3,551 |
| $151 (0%) โ spot | -$470 | -$997 | -$1,695 | -$3,250 |
| $154 (+2%) | -$276 | -$806 | -$1,507 | -$2,949 |
| $158 (+5%) | +$24 | -$511 | -$1,211 | -$2,497 |
| $165 (+10%) โ target | +$495 | -$41 | -$734 | -$1,810 |
| $173 (+15%) | +$1,081 | +$549 | -$125 | -$991 |
| $181 (+20%) | +$1,641 | +$1,116 | +$469 | -$238 |
Uses AAOI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.