Target Price Playground
NCNO
$17.45
๐ก
NCNO IV: 67.8% โ NORMAL
(-11.6% vs 30d avg of 76.7%)
IV is near its 30-day average โ no strong edge either way.
Forward Projection
If price hits $20 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 $18 ยท Jun '26
Qty 1 ยท Premium $1.99 ยท ฮ 0.56
SHORT CALL ยท $19 ยท Jun '26
Qty 1 ยท Premium $1.41 ยท ฮ 0.45
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
๐ก Stock vs Options at Target
If NCNO hits $20 by Jun 19: the bull call spread returns +$91 (155.9%) on $59 risked, vs +$205 (11.7%) for 100 shares on $1,745. Options give 13.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NCNO is at $20. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NCNO hits $20 by Jun 19
+$91
+155.9% on $59 risked
Max Profit
+$91
If the stock โฅ $19 at expiry
Max Loss
โ$59
Net debit
Break-even
$18.09
+3.65% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
11.61 / -0.01 / -0.01
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
| NCNO Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $14 (-20%) | -$36 | -$42 | -$51 | -$58 |
| $15 (-15%) | -$28 | -$34 | -$44 | -$58 |
| $16 (-10%) | -$19 | -$24 | -$33 | -$58 |
| $17 (-5%) | -$9 | -$12 | -$19 | -$58 |
| $17 (-2%) | -$3 | -$5 | -$9 | -$58 |
| $17 (0%) โ spot | +$1 | -$0 | -$3 | -$58 |
| $18 (+2%) | +$5 | +$5 | +$4 | -$28 |
| $18 (+5%) | +$11 | +$12 | +$14 | +$24 |
| $19 (+10%) | +$21 | +$24 | +$31 | +$92 |
| $20 (+12%) โ target | +$24 | +$28 | +$36 | +$92 |
| $20 (+15%) | +$30 | +$35 | +$46 | +$92 |
| $21 (+20%) | +$38 | +$45 | +$58 | +$92 |
Uses NCNO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.