Target Price Playground
ASAN
$5.46
๐ข
ASAN IV: 77.6% โ LOW
(-45.8% vs 30d avg of 143.1%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $5 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
Moderately bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $6 ยท Jun '26
Qty 1 ยท Premium $0.82 ยท ฮ -0.42
SHORT PUT ยท $5 ยท Jun '26
Qty 1 ยท Premium $0.5 ยท ฮ -0.33
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If ASAN hits $5 by Jun 19: the bear put spread returns +$18 (56.2%) on $32 risked, vs $-46 (-8.4%) for 100 shares on $546. Options give 6.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ASAN is at $5. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASAN hits $5 by Jun 19
+$18
+56.2% on $32 risked
Max Profit
+$18
If the stock โค $5 at expiry
Max Loss
โ$32
Net debit
Break-even
$5.18
-5.13% from spot
Prob. of Target Hit
82%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-9.54 / -0.09 / 0.04
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
| ASAN Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $4 (-20%) | +$5 | +$6 | +$9 | +$18 |
| $5 (-15%) | +$2 | +$3 | +$5 | +$18 |
| $5 (-10%) | -$1 | -$0 | +$1 | +$18 |
| $5 (-8%) โ target | -$1 | -$1 | -$1 | +$18 |
| $5 (-5%) | -$3 | -$4 | -$4 | -$1 |
| $5 (-2%) | -$5 | -$6 | -$7 | -$17 |
| $5 (0%) โ spot | -$6 | -$7 | -$9 | -$28 |
| $6 (+2%) | -$7 | -$8 | -$10 | -$32 |
| $6 (+5%) | -$8 | -$10 | -$13 | -$32 |
| $6 (+10%) | -$11 | -$13 | -$17 | -$32 |
| $6 (+15%) | -$13 | -$16 | -$20 | -$32 |
| $7 (+20%) | -$15 | -$18 | -$23 | -$32 |
Uses ASAN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.