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 $6 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
@ $5.46 ยท ฮ 1.00
LONG PUT ยท $5 ยท Jun '26
Qty 1 ยท Premium $0.5 ยท ฮ -0.33
P&L at Expiry
Stock (100 sh)
Protective Put
Now
Target
๐ก Stock vs Options at Target
If ASAN hits $6 by Jun 19: the protective put returns +$4 (0.7%) on $596 risked, vs +$54 (9.9%) for 100 shares on $546. Options give 0.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if ASAN is at $6. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if ASAN hits $6 by Jun 19
+$4
+0.7% on $596 risked
Max Profit
Unlimited
Unlimited upside (minus put cost)
Max Loss
โ$96
Put floors you at $5
Break-even
$5.96
+9.16% from spot
Prob. of Target Hit
79%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
67.18 / -0.48 / 0.88
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%) | -$55 | -$66 | -$80 | -$96 |
| $5 (-15%) | -$43 | -$54 | -$70 | -$96 |
| $5 (-10%) | -$28 | -$41 | -$57 | -$96 |
| $5 (-5%) | -$12 | -$24 | -$41 | -$77 |
| $5 (-2%) | -$1 | -$14 | -$31 | -$61 |
| $5 (0%) โ spot | +$6 | -$7 | -$24 | -$50 |
| $6 (+2%) | +$13 | +$1 | -$16 | -$39 |
| $6 (+5%) | +$25 | +$12 | -$4 | -$23 |
| $6 (+10%) โ target | +$45 | +$32 | +$18 | +$4 |
| $6 (+15%) | +$66 | +$55 | +$42 | +$32 |
| $7 (+20%) | +$88 | +$77 | +$66 | +$59 |
Uses ASAN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.