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
Bullish. Unlimited upside, capped loss = premium paid.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $4 ยท Jun '26
Qty 1 ยท Premium $0.52 ยท ฮ 0.6
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If AUR hits $5 by Jun 19: the long call returns $-2 (-3.8%) on $52 risked, vs +$35 (8.4%) for 100 shares on $415. Options give 0.5ร 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
$-2
-3.8% on $52 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$52
Premium paid
Break-even
$4.52
+8.92% from spot
Prob. of Target Hit
79%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
60.05 / -0.37 / 0.69
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%) | -$32 | -$39 | -$47 | -$52 |
| $4 (-15%) | -$24 | -$32 | -$42 | -$52 |
| $4 (-10%) | -$15 | -$24 | -$35 | -$52 |
| $4 (-5%) | -$4 | -$14 | -$26 | -$52 |
| $4 (-2%) | +$3 | -$6 | -$18 | -$45 |
| $4 (0%) โ spot | +$8 | -$2 | -$14 | -$37 |
| $4 (+2%) | +$13 | +$4 | -$9 | -$29 |
| $4 (+5%) | +$22 | +$12 | +$0 | -$16 |
| $5 (+8%) โ target | +$31 | +$22 | +$11 | -$2 |
| $5 (+10%) | +$36 | +$27 | +$16 | +$5 |
| $5 (+15%) | +$51 | +$43 | +$33 | +$25 |
| $5 (+20%) | +$68 | +$60 | +$52 | +$46 |
Uses AUR's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.