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
Bullish. Unlimited upside, capped loss = premium 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
P&L at Expiry
Stock (100 sh)
Long Call
Now
Target
๐ก Stock vs Options at Target
If NCNO hits $20 by Jun 19: the long call returns +$1 (0.3%) on $200 risked, vs +$205 (11.7%) for 100 shares on $1,745.
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
+$1
+0.3% on $200 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$200
Premium paid
Break-even
$19.49
+11.72% from spot
Prob. of Target Hit
68%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
56.35 / -1.54 / 2.94
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%) | -$144 | -$167 | -$189 | -$199 |
| $15 (-15%) | -$118 | -$146 | -$176 | -$199 |
| $16 (-10%) | -$85 | -$117 | -$156 | -$199 |
| $17 (-5%) | -$45 | -$81 | -$125 | -$199 |
| $17 (-2%) | -$19 | -$55 | -$102 | -$199 |
| $17 (0%) โ spot | +$0 | -$37 | -$84 | -$199 |
| $18 (+2%) | +$21 | -$17 | -$65 | -$169 |
| $18 (+5%) | +$52 | +$15 | -$33 | -$117 |
| $19 (+10%) | +$111 | +$74 | +$28 | -$29 |
| $20 (+12%) โ target | +$132 | +$95 | +$51 | +$1 |
| $20 (+15%) | +$173 | +$138 | +$97 | +$58 |
| $21 (+20%) | +$240 | +$207 | +$171 | +$145 |
Uses NCNO's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.