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 $17 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 $18 ยท Jul '26
Qty 1 ยท Premium $2.24 ยท ฮ -0.42
SHORT PUT ยท $17 ยท Jun '26
Qty 1 ยท Premium $1.4 ยท ฮ -0.36
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
๐ก Stock vs Options at Target
If NCNO hits $17 by Jun 19: the diagonal put spread returns +$92 (109.6%) on $84 risked, vs $-95 (-5.4%) for 100 shares on $1,745. Options give 20.3ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NCNO is at $17. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NCNO hits $17 by Jun 19
+$92
+109.6% on $84 risked
Max Profit
+$90
If the stock price is favorable
Max Loss
โ$72
Worst-case within chart range
Break-even
$18.51
+6.06% from spot
Prob. of Target Hit
85%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-6.7 / 0.19 / 0.7
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%) | +$15 | +$21 | +$27 | +$25 |
| $15 (-15%) | +$13 | +$19 | +$30 | +$40 |
| $16 (-10%) | +$10 | +$16 | +$28 | +$63 |
| $17 (-5%) โ target | +$6 | +$12 | +$24 | +$92 |
| $17 (-2%) | +$2 | +$8 | +$19 | +$59 |
| $17 (0%) โ spot | -$0 | +$5 | +$15 | +$42 |
| $18 (+2%) | -$3 | +$2 | +$10 | +$27 |
| $18 (+5%) | -$6 | -$3 | +$4 | +$6 |
| $19 (+10%) | -$13 | -$11 | -$9 | -$21 |
| $20 (+15%) | -$20 | -$20 | -$21 | -$41 |
| $21 (+20%) | -$26 | -$28 | -$33 | -$55 |
Uses NCNO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.