Target Price Playground
AUR
$4.15
๐ข
AUR IV: 89.5% โ LOW
(-23.8% vs 30d avg of 117.5%)
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
Own stock, sell OTM call for income. Caps upside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $4.15 ยท ฮ 1.00
SHORT CALL ยท $5 ยท Jun '26
Qty 1 ยท Premium $0.35 ยท ฮ 0.45
P&L at Expiry
Stock (100 sh)
Covered Call
Now
Target
๐ก Stock vs Options at Target
If AUR hits $5 by Jun 19: the covered call returns +$70 (18.4%) on $380 risked, vs +$35 (8.4%) for 100 shares on $415. Options give 2.2ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if AUR is at $5. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AUR hits $5 by Jun 19
+$70
+18.4% on $380 risked
Max Profit
+$70
If the stock โฅ $4 at expiry
Max Loss
โ$380
If stock โ $0 (minus premium received)
Break-even
$3.80
-8.43% from spot
Prob. of Target Hit
79%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
54.62 / 0.39 / -0.73
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
| AUR Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $3 (-20%) | -$59 | -$54 | -$49 | -$48 |
| $4 (-15%) | -$43 | -$37 | -$30 | -$27 |
| $4 (-10%) | -$29 | -$21 | -$12 | -$6 |
| $4 (-5%) | -$16 | -$7 | +$3 | +$14 |
| $4 (-2%) | -$8 | +$1 | +$12 | +$27 |
| $4 (0%) โ spot | -$4 | +$6 | +$18 | +$35 |
| $4 (+2%) | +$0 | +$10 | +$23 | +$43 |
| $4 (+5%) | +$6 | +$17 | +$30 | +$56 |
| $5 (+8%) โ target | +$13 | +$23 | +$37 | +$70 |
| $5 (+10%) | +$16 | +$26 | +$40 | +$70 |
| $5 (+15%) | +$23 | +$34 | +$47 | +$70 |
| $5 (+20%) | +$30 | +$41 | +$53 | +$70 |
Uses AUR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.