Target Price Playground
CWAN
$24.00
๐ข
CWAN IV: 1.1% โ LOW
(-99.0% vs 30d avg of 108.9%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $27 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
Moderately bullish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG CALL ยท $24 ยท Jun '26
Qty 1 ยท Premium $0.44 ยท ฮ 0.6
SHORT CALL ยท $26 ยท Jun '26
Qty 1 ยท Premium $0.01 ยท ฮ 0.02
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If CWAN hits $27 by Jun 19: the bull call spread returns +$157 (361.9%) on $43 risked, vs +$300 (12.5%) for 100 shares on $2,400. Options give 29.0ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CWAN is at $27. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CWAN hits $27 by Jun 19
+$157
+361.9% on $43 risked
Max Profit
+$157
If the stock โฅ $26 at expiry
Max Loss
โ$43
Net debit
Break-even
$24.43
+1.8% from spot
Prob. of Target Hit
0%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
58.05 / -0.38 / 3.47
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
| CWAN Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $19 (-20%) | -$43 | -$43 | -$43 | -$43 |
| $20 (-15%) | -$43 | -$43 | -$43 | -$43 |
| $22 (-10%) | -$43 | -$43 | -$43 | -$43 |
| $23 (-5%) | -$39 | -$41 | -$43 | -$43 |
| $24 (-2%) | -$23 | -$30 | -$38 | -$43 |
| $24 (0%) โ spot | +$0 | -$9 | -$20 | -$43 |
| $24 (+2%) | +$32 | +$25 | +$15 | +$5 |
| $25 (+5%) | +$85 | +$84 | +$82 | +$77 |
| $26 (+10%) | +$142 | +$146 | +$151 | +$157 |
| $27 (+12%) โ target | +$151 | +$154 | +$156 | +$157 |
| $28 (+15%) | +$154 | +$156 | +$156 | +$157 |
| $29 (+20%) | +$155 | +$156 | +$156 | +$157 |
Uses CWAN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.