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
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $6 ยท Jul '26
Qty 1 ยท Premium $0.96 ยท ฮ -0.41
SHORT PUT ยท $5 ยท Jun '26
Qty 1 ยท Premium $0.5 ยท ฮ -0.33
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If ASAN hits $5 by Jun 19: the diagonal put spread returns +$32 (70.1%) on $46 risked, vs $-46 (-8.4%) for 100 shares on $546. Options give 8.3ร 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
+$32
+70.1% on $46 risked
Max Profit
+$32
If the stock price is favorable
Max Loss
โ$35
Worst-case within chart range
Break-even
$5.65
+3.5% from spot
Prob. of Target Hit
82%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-7.84 / 0.01 / 0.2
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%) | +$1 | +$4 | +$8 | +$14 |
| $5 (-15%) | -$0 | +$3 | +$8 | +$20 |
| $5 (-10%) | -$2 | +$1 | +$6 | +$29 |
| $5 (-8%) โ target | -$2 | +$0 | +$5 | +$33 |
| $5 (-5%) | -$4 | -$1 | +$3 | +$22 |
| $5 (-2%) | -$5 | -$3 | +$1 | +$14 |
| $5 (0%) โ spot | -$6 | -$4 | -$0 | +$9 |
| $6 (+2%) | -$6 | -$5 | -$2 | +$4 |
| $6 (+5%) | -$8 | -$6 | -$4 | -$3 |
| $6 (+10%) | -$10 | -$9 | -$8 | -$12 |
| $6 (+15%) | -$12 | -$12 | -$12 | -$20 |
| $7 (+20%) | -$15 | -$15 | -$16 | -$26 |
Uses ASAN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.