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 $175 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 $150 ยท Jun '26
Qty 1 ยท Premium $39.25 ยท ฮ 0.64
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 Straddle
Now
Target
๐ก Stock vs Options at Target
If AAOI hits $175 by Jun 19: the long straddle returns $-4,955 (-66.5%) on $7,455 risked, vs +$2,440 (16.2%) for 100 shares on $15,060. Options give 4.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if AAOI is at $175. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AAOI hits $175 by Jun 19
$-4,955
-66.5% on $7,455 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$7,455
Both premiums paid
Break-even
$
None% from spot
Prob. of Target Hit
76%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
27.08 / -52.8 / 49.42
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%) | -$1,346 | -$2,237 | -$3,328 | -$4,503 |
| $128 (-15%) | -$1,388 | -$2,355 | -$3,581 | -$5,256 |
| $136 (-10%) | -$1,363 | -$2,393 | -$3,728 | -$6,009 |
| $143 (-5%) | -$1,276 | -$2,355 | -$3,770 | -$6,762 |
| $148 (-2%) | -$1,196 | -$2,298 | -$3,746 | -$7,214 |
| $151 (0%) โ spot | -$1,132 | -$2,246 | -$3,711 | -$7,395 |
| $154 (+2%) | -$1,058 | -$2,183 | -$3,661 | -$7,094 |
| $158 (+5%) | -$933 | -$2,070 | -$3,558 | -$6,642 |
| $166 (+10%) | -$685 | -$1,833 | -$3,320 | -$5,889 |
| $173 (+15%) | -$391 | -$1,539 | -$3,004 | -$5,136 |
| $175 (+16%) โ target | -$314 | -$1,461 | -$2,917 | -$4,955 |
| $181 (+20%) | -$56 | -$1,195 | -$2,619 | -$4,383 |
Uses AAOI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.