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 $23 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 $24 ยท Jul '26
Qty 1 ยท Premium $0.27 ยท ฮ -0.38
SHORT PUT ยท $23 ยท Jun '26
Qty 1 ยท Premium $0.03 ยท ฮ -0.07
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If CWAN hits $23 by Jun 19: the diagonal put spread returns +$68 (280.0%) on $24 risked, vs $-100 (-4.2%) for 100 shares on $2,400. Options give 66.7ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if CWAN is at $23. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if CWAN hits $23 by Jun 19
+$68
+280.0% on $24 risked
Max Profit
+$68
If the stock price is favorable
Max Loss
โ$24
Worst-case within chart range
Break-even
$23.86
-0.56% from spot
Prob. of Target Hit
23%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-31.13 / -0.02 / 3.29
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%) | +$67 | +$67 | +$67 | +$68 |
| $20 (-15%) | +$67 | +$67 | +$67 | +$68 |
| $22 (-10%) | +$65 | +$67 | +$67 | +$68 |
| $23 (-4%) โ target | +$38 | +$42 | +$49 | +$69 |
| $24 (-2%) | +$17 | +$19 | +$22 | +$23 |
| $24 (0%) โ spot | +$0 | -$0 | -$2 | -$6 |
| $24 (+2%) | -$12 | -$14 | -$16 | -$20 |
| $25 (+5%) | -$21 | -$22 | -$23 | -$24 |
| $26 (+10%) | -$24 | -$24 | -$24 | -$24 |
| $28 (+15%) | -$24 | -$24 | -$24 | -$24 |
| $29 (+20%) | -$24 | -$24 | -$24 | -$24 |
Uses CWAN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.