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 $25 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
Sell OTM put for premium; get assigned if price drops.
๐ฏ Target
67d from today
โ๏ธ Legs
SHORT PUT ยท $22 ยท Jun '26
Qty 1 ยท Premium $0.0 ยท ฮ -0.0
P&L at Expiry
Stock (100 sh)
Cash-Secured Put
Now
Target
๐ก Stock vs Options at Target
If CWAN hits $25 by Jun 19: the cash-secured put returns +$0 (0.0%) on $0 credit (max loss $2,200), vs +$100 (4.2%) for 100 shares on $2,400.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CWAN is at $25. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CWAN hits $25 by Jun 19
+$0
+0.0% on $2,200 max loss
Max Profit
+$0
If the stock โฅ $22 at expiry
Max Loss
โ$2,200
If stock โ $0 after assignment
Break-even
$22.02
-8.25% from spot
Prob. of Target Hit
23%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
0.29 / 0.0 / -0.09
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%) | -$262 | -$268 | -$274 | -$280 |
| $20 (-15%) | -$143 | -$148 | -$154 | -$160 |
| $22 (-10%) | -$42 | -$41 | -$39 | -$40 |
| $23 (-5%) | -$4 | -$2 | -$1 | +$0 |
| $24 (-2%) | -$0 | -$0 | -$0 | +$0 |
| $24 (0%) โ spot | -$0 | -$0 | -$0 | +$0 |
| $24 (+2%) | -$0 | -$0 | -$0 | +$0 |
| $25 (+4%) โ target | -$0 | -$0 | -$0 | +$0 |
| $26 (+10%) | -$0 | -$0 | -$0 | +$0 |
| $28 (+15%) | -$0 | -$0 | -$0 | +$0 |
| $29 (+20%) | -$0 | -$0 | -$0 | +$0 |
Uses CWAN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.