Target Price Playground
NN
$15.28
๐ข
NN IV: 100.2% โ LOW
(-41.8% vs 30d avg of 172.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $14 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 bearish. Debit, capped max profit + loss.
๐ฏ Target
67d from today
โ๏ธ Legs
LONG PUT ยท $16 ยท Jun '26
Qty 1 ยท Premium $2.49 ยท ฮ -0.43
SHORT PUT ยท $14 ยท Jun '26
Qty 1 ยท Premium $2.15 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Bear Put Spread
Now
Target
๐ก Stock vs Options at Target
If NN hits $14 by Jun 19: the bear put spread returns +$116 (337.5%) on $34 risked, vs $-178 (-11.6%) for 100 shares on $1,528. Options give 29.1ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NN is at $14. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NN hits $14 by Jun 19
+$116
+337.5% on $34 risked
Max Profit
+$116
If the stock โค $14 at expiry
Max Loss
โ$34
Net debit
Break-even
$15.16
-0.8% from spot
Prob. of Target Hit
77%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
-7.95 / -0.14 / 0.13
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
| NN Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $12 (-20%) | +$76 | +$80 | +$88 | +$116 |
| $13 (-15%) | +$69 | +$71 | +$76 | +$116 |
| $14 (-12%) โ target | +$63 | +$65 | +$68 | +$116 |
| $14 (-10%) | +$61 | +$61 | +$64 | +$116 |
| $15 (-5%) | +$53 | +$52 | +$51 | +$64 |
| $15 (-2%) | +$49 | +$47 | +$43 | +$19 |
| $15 (0%) โ spot | +$46 | +$43 | +$38 | -$12 |
| $16 (+2%) | +$43 | +$39 | +$33 | -$34 |
| $16 (+5%) | +$39 | +$34 | +$26 | -$34 |
| $17 (+10%) | +$32 | +$26 | +$15 | -$34 |
| $18 (+15%) | +$25 | +$18 | +$5 | -$34 |
| $18 (+20%) | +$19 | +$11 | -$3 | -$34 |
Uses NN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.