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 $4 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 $4 ยท Jul '26
Qty 1 ยท Premium $0.5 ยท ฮ -0.38
SHORT PUT ยท $4 ยท Jun '26
Qty 1 ยท Premium $0.45 ยท ฮ -0.4
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If AUR hits $4 by Jun 19: the diagonal put spread returns +$26 (489.4%) on $5 risked, vs $-15 (-3.6%) for 100 shares on $415. Options give 135.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if AUR is at $4. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if AUR hits $4 by Jun 19
+$26
+489.4% on $5 risked
Max Profit
+$26
If the stock price is favorable
Max Loss
โ$5
Worst-case within chart range
Break-even
$3.29
-20.64% from spot
Prob. of Target Hit
91%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
2.47 / 0.07 / 0.12
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%) | +$1 | +$2 | +$3 | +$1 |
| $4 (-15%) | +$2 | +$4 | +$5 | +$6 |
| $4 (-10%) | +$3 | +$5 | +$7 | +$14 |
| $4 (-5%) | +$3 | +$5 | +$8 | +$23 |
| $4 (-4%) โ target | +$4 | +$5 | +$8 | +$26 |
| $4 (-2%) | +$4 | +$5 | +$8 | +$23 |
| $4 (0%) โ spot | +$4 | +$5 | +$8 | +$20 |
| $4 (+2%) | +$4 | +$5 | +$8 | +$17 |
| $4 (+5%) | +$4 | +$5 | +$8 | +$13 |
| $5 (+10%) | +$4 | +$5 | +$7 | +$8 |
| $5 (+15%) | +$3 | +$4 | +$6 | +$4 |
| $5 (+20%) | +$3 | +$4 | +$4 | +$1 |
Uses AUR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.