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
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG 100 SHARES
@ $24.0 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If CWAN hits $27 by Jun 19: the long stock returns +$300 (12.5%) on $2,400 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Jun 19.
๐ Projected Return
P&L if CWAN hits $27 by Jun 19
+$300
+12.5% on $2,400 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$2,400
If stock โ $0
Break-even
$24.00
+0.0% from spot
Prob. of Target Hit
0%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
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 13 | Jun 12 (exp) |
|---|---|---|---|
| $19 (-20%) | -$480 | -$480 | -$480 |
| $20 (-15%) | -$360 | -$360 | -$360 |
| $22 (-10%) | -$240 | -$240 | -$240 |
| $23 (-5%) | -$120 | -$120 | -$120 |
| $24 (-2%) | -$48 | -$48 | -$48 |
| $24 (0%) โ spot | +$0 | +$0 | +$0 |
| $24 (+2%) | +$48 | +$48 | +$48 |
| $25 (+5%) | +$120 | +$120 | +$120 |
| $26 (+10%) | +$240 | +$240 | +$240 |
| $27 (+12%) โ target | +$300 | +$300 | +$300 |
| $28 (+15%) | +$360 | +$360 | +$360 |
| $29 (+20%) | +$480 | +$480 | +$480 |
Uses CWAN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.