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
Bet on big move in either direction. Two premiums paid.
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
LONG PUT ยท $18 ยท Jun '26
Qty 1 ยท Premium $1.9 ยท ฮ -0.44
P&L at Expiry
Stock (100 sh)
Long Straddle
Now
Target
๐ก Stock vs Options at Target
If NCNO hits $20 by Jun 19: the long straddle returns $-140 (-35.8%) on $390 risked, vs +$255 (14.6%) for 100 shares on $1,745. Options give 2.5ร 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
$-140
-35.8% on $390 risked
Max Profit
Unlimited
Unlimited on a big move
Max Loss
โ$390
Both premiums paid
Break-even
$13.60
-22.04% from spot
Prob. of Target Hit
60%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
12.7 / -2.87 / 5.89
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%) | +$60 | +$20 | -$19 | -$35 |
| $15 (-15%) | +$26 | -$25 | -$82 | -$122 |
| $16 (-10%) | +$4 | -$56 | -$128 | -$210 |
| $17 (-5%) | -$4 | -$70 | -$155 | -$297 |
| $17 (-2%) | -$3 | -$71 | -$160 | -$349 |
| $17 (0%) โ spot | +$1 | -$69 | -$160 | -$384 |
| $18 (+2%) | +$6 | -$64 | -$156 | -$359 |
| $18 (+5%) | +$18 | -$53 | -$144 | -$307 |
| $19 (+10%) | +$46 | -$23 | -$109 | -$219 |
| $20 (+15%) โ target | +$81 | +$15 | -$64 | -$139 |
| $21 (+20%) | +$131 | +$70 | +$3 | -$45 |
Uses NCNO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.